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Communications in Statistics - Theory and Methods Volume 38, 2009 - Issue 9
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Original Articles

Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models

Joseph Ngatchou-Wandji LMNO, CNRS-UMR 6139 and Département de Mathématiques, Université de Caen, Caen, FranceCorrespondence[email protected]
Pages 1465-1485 | Received 20 Feb 2008, Accepted 05 Sep 2008, Published online: 27 Apr 2009

Citations (10)

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Read on this site (2)

Jun Zhang, Zhenghui Feng & Yue Zhou. (2023) Testing symmetry of model errors for non linear multiplicative distortion measurement error models. Communications in Statistics - Theory and Methods 0:0, pages 1-22.
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Jun Zhang, Jing Zhang, Xuehu Zhu & Tao Lu. (2018) Testing symmetry based on empirical likelihood. Journal of Applied Statistics 45:13, pages 2429-2454.
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Articles from other publishers (8)

Simos G. Meintanis, Joseph Ngatchou-Wandji & James Allison. (2018) Testing for serial independence in vector autoregressive models. Statistical Papers 59:4, pages 1379-1410.
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C. Francq, M.D. Jiménez-Gamero & S.G. Meintanis. (2017) Tests for conditional ellipticity in multivariate GARCH models. Journal of Econometrics 196:2, pages 305-319.
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Simos G. Meintanis & Nikolai G. Ushakov. (2016) Nonparametric probability weighted empirical characteristic function and applications. Statistics & Probability Letters 108, pages 52-61.
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Simos G. Meintanis, Jan Swanepoel & James Allison. (2014) The probability weighted characteristic function and goodness-of-fit testing. Journal of Statistical Planning and Inference 146, pages 122-132.
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Joseph Ngatchou-Wandji & Michel Harel. (2013) A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models. Statistical Inference for Stochastic Processes 16:3, pages 207-236.
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Simos G. Meintanis. (2013) Comments on: An updated review of Goodness-of-Fit tests for regression models. TEST 22:3, pages 432-436.
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B. Klar, F. Lindner & S.G. Meintanis. (2012) Specification tests for the error distribution in GARCH models. Computational Statistics & Data Analysis 56:11, pages 3587-3598.
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Joseph Ngatchou-Wandji, Michel Harel & Echarif Elharfaoui. (2010) A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models. Comptes Rendus Mathematique 348:17-18, pages 1021-1026.
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