A Comparative Study of Ten Asymmetry Tests

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ID: 316248
2011
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Abstract
In this paper, we investigate the properties of some common tests for Asymmetry. The tests are based on Moments, Order Statistics and Empirical Characteristic Functions, respectively. These tests have completely different origins, rely on different characterizations of symmetry and have very different size and power properties. It is demonstrated that tests based on Empirical Characteristic Functions are strongly dependent on the choice of working region and that some previously proposed tests may be improved considerably by using Bootstrapped critical values. It is also concluded that no test is uniformly better than the others but that the Empirical Characteristic Function tests have best over-all properties.
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imported_1780934335_6a26e6bf9532f Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors H E Thomas Holgersson
Journal Journal of Statistics
Year 2011
DOI
DOI not found
URL
https://jstat.gcu.edu.pk/index.php/jstat/article/view/114
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