Charles Explorer logo
🇨🇿

Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models

Publikace na Matematicko-fyzikální fakulta |
2012

Tento text není v aktuálním jazyce dostupný. Zobrazuje se verze "en".Abstrakt

In linear and nonparametric regression models, the problem of testing for symmetry of the distribution of errors is considered. We propose a test statistic which utilizes the empirical characteristic function of the corresponding residuals.

The asymptotic null distribution of the test statistic as well as its behavior under alternatives is investigated. A simulation study compares bootstrap versions of the proposed test to other more standard procedures.