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:
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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