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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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2006
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| 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 |