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Volumn 93, Issue 3, 2006, Pages 374-378

A simple test for multivariate conditional symmetry

Author keywords

Characteristic function; Conditional symmetry; Test

Indexed keywords


EID: 33751162626     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2006.06.013     Document Type: Article
Times cited : (15)

References (8)
  • 1
    • 0242508005 scopus 로고    scopus 로고
    • A consistent test for conditional symmetry in time series models
    • Bai J., and Ng S. A consistent test for conditional symmetry in time series models. Journal of Econometrics 103 (2001) 225-258
    • (2001) Journal of Econometrics , vol.103 , pp. 225-258
    • Bai, J.1    Ng, S.2
  • 4
    • 0001872520 scopus 로고
    • Central limit theorem for integrated square error of multivariate nonparametric density estimators
    • Hall P. Central limit theorem for integrated square error of multivariate nonparametric density estimators. Journal of Multivariate Analysis 14 (1984) 1-16
    • (1984) Journal of Multivariate Analysis , vol.14 , pp. 1-16
    • Hall, P.1
  • 5
    • 0036626446 scopus 로고    scopus 로고
    • Nonparametric estimation and symmetry tests for conditional density functions
    • Hyndman R.J., and Yao Q. Nonparametric estimation and symmetry tests for conditional density functions. Journal of Nonparametric Statistics 14 (2002) 259-278
    • (2002) Journal of Nonparametric Statistics , vol.14 , pp. 259-278
    • Hyndman, R.J.1    Yao, Q.2
  • 7
    • 1542742383 scopus 로고    scopus 로고
    • Conditional minimum volume predictive regions for stochastic processes
    • Polonik W., and Yao Q. Conditional minimum volume predictive regions for stochastic processes. Journal of American Statistical Association 95 (2000) 509-519
    • (2000) Journal of American Statistical Association , vol.95 , pp. 509-519
    • Polonik, W.1    Yao, Q.2
  • 8
    • 17944365013 scopus 로고    scopus 로고
    • Consistent specification testing for conditional symmetry
    • Zheng J.X. Consistent specification testing for conditional symmetry. Econometric Theory 14 (1998) 139-149
    • (1998) Econometric Theory , vol.14 , pp. 139-149
    • Zheng, J.X.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.