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Robust Testing for Skewness
Högskolan i Jönköping.
2006 (English)In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 36, no 3, 485-498 p.Article in journal (Refereed) Published
Abstract [en]

Statistical analysis frequently involves the problem of assessing distributional properties. This article concerns the problem of testing for skewness of random variables. It is argued that the classical skewness test is not very useful for this purpose, and another approach is suggested that is easy to implement and is also robust to heteroscedasticity. The size, power, and robustness properties of the proposed test is evaluated and compared to the classical skewness test by means of Monte Carlo simulations.

Place, publisher, year, edition, pages
Taylor & Francis, 2006. Vol. 36, no 3, 485-498 p.
Keyword [en]
Heteroscedasticity, Nonparametric bootstrap, Robustness, Skewness
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:lnu:diva-28549DOI: 10.1080/03610920601001774OAI: oai:DiVA.org:lnu-28549DiVA: diva2:643561
Available from: 2013-08-27 Created: 2013-08-27 Last updated: 2017-12-06Bibliographically approved

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Holgersson, Thomas

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