Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels

Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels

This paper improves a kernel-smoothed test of symmetry through combining it with a new class of asymmetric kernels called the generalized gamma kernels. It is demonstrated that the improved test statistic has a normal limit under the null of symmetry and is consistent under the alternative. A test-o...

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Bibliographic Details
Main Authors: Masayuki Hirukawa, Mari Sakudo
Format: Article
Language:English
Published: MDPI AG 2016-06-01
Series:Econometrics
Subjects:
asymmetric kernel
degenerate U-statistic
generalized gamma kernels
nonparametric kernel testing
smoothing parameter selection
symmetry test
two-sample goodness-of-fit test
Online Access:http://www.mdpi.com/2225-1146/4/2/28

Internet

http://www.mdpi.com/2225-1146/4/2/28

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