Title of article
A simple test for multivariate conditional symmetry
Author/Authors
Liangjun Su، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
5
From page
374
To page
378
Abstract
This paper proposes a simple consistent nonparametric test of multivariate conditional symmetry based on the principle of characteristic functions. The test statistic is shown to be asymptotically normal under the null and consistent against any conditional asymmetric distributions.
Keywords
Characteristic function , test , Conditional symmetry
Journal title
Economics Letters
Serial Year
2006
Journal title
Economics Letters
Record number
436094
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