Title of article :
A simple test for multivariate conditional symmetry
Author/Authors :
Liangjun Su، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Abstract :
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.
Keywords :
Characteristic function , test , Conditional symmetry
Journal title :
Economics Letters
Journal title :
Economics Letters