A simple test for multivariate conditional symmetry

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.

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Bibliographic Details
Main Author:	SU, Liangjun
Format:	text
Language:	English
Published:	Institutional Knowledge at Singapore Management University 2006
Subjects:	Characteristic function Conditional symmetry Test Econometrics
Online Access:	https://ink.library.smu.edu.sg/soe_research/2008 https://ink.library.smu.edu.sg/context/soe_research/article/3007/viewcontent/1_s20_S0165176506002059_main.pdf
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Institution:	Singapore Management University
Language:	English

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spelling	sg-smu-ink.soe_research-30072018-08-31T02:25:45Z A simple test for multivariate conditional symmetry SU, Liangjun 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. 2006-02-01T08:00:00Z text application/pdf https://ink.library.smu.edu.sg/soe_research/2008 info:doi/10.1016/j.econlet.2006.06.013 https://ink.library.smu.edu.sg/context/soe_research/article/3007/viewcontent/1_s20_S0165176506002059_main.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Characteristic function Conditional symmetry Test Econometrics
institution	Singapore Management University
building	SMU Libraries
continent	Asia
country	Singapore Singapore
content_provider	SMU Libraries
collection	InK@SMU
language	English
topic	Characteristic function Conditional symmetry Test Econometrics
spellingShingle	Characteristic function Conditional symmetry Test Econometrics SU, Liangjun A simple test for multivariate conditional symmetry
description	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.
format	text
author	SU, Liangjun
author_facet	SU, Liangjun
author_sort	SU, Liangjun
title	A simple test for multivariate conditional symmetry
title_short	A simple test for multivariate conditional symmetry
title_full	A simple test for multivariate conditional symmetry
title_fullStr	A simple test for multivariate conditional symmetry
title_full_unstemmed	A simple test for multivariate conditional symmetry
title_sort	simple test for multivariate conditional symmetry
publisher	Institutional Knowledge at Singapore Management University
publishDate	2006
url	https://ink.library.smu.edu.sg/soe_research/2008 https://ink.library.smu.edu.sg/context/soe_research/article/3007/viewcontent/1_s20_S0165176506002059_main.pdf
_version_	1770573494483943424

A simple test for multivariate conditional symmetry

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