On Testing for the Nullity of Some Skewness Coefficients |
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| Authors: | Joseph Ngatchou-Wandji |
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| Affiliation: | Département de mathématiques, Universitéde Caen, BP 5186 14032 Caen, France E-mail: |
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| Abstract: | Three tests for the skewness of an unknown distribution are derived for iid data. They are based on suitable normalization of estimators of some usual skewness coefficients. Their asymptotic null distributions are derived. The tests are next shown to be consistent and their power under some sequences of local alternatives is investigated. Their finite sample properties are also studied through a simulation experiment, and compared to those of the √ b 2-test. |
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| Keywords: | Empirical quantiles Kernel estimator Mode estimation Nonparametric testing Skewness Symmetry |
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