Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F12%3A10124945" target="_blank" >RIV/00216208:11320/12:10124945 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1080/03610918.2012.625330" target="_blank" >http://dx.doi.org/10.1080/03610918.2012.625330</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/03610918.2012.625330" target="_blank" >10.1080/03610918.2012.625330</a>
Alternative languages
Result language
angličtina
Original language name
Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models
Original language description
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.
Czech name
—
Czech description
—
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
—
Result continuities
Project
<a href="/en/project/GA201%2F09%2F0755" target="_blank" >GA201/09/0755: Modelling nonhomogeneous time series</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Communications in Statistics Part B: Simulation and Computation
ISSN
0361-0918
e-ISSN
—
Volume of the periodical
41
Issue of the periodical within the volume
41
Country of publishing house
US - UNITED STATES
Number of pages
19
Pages from-to
833-851
UT code for WoS article
000301383800012
EID of the result in the Scopus database
—