Skip navigation
Skip navigation

A generalized skewness statistic for stationary ergodic martingale differences

Kaehler, Benjamin; Maller, Ross

Description

We present a class of generalized skewness statistics depending on a parameter β < 0 and containing the usual skewness statistic when β = 3, but providing greater flexibility for modelling and testing skewness when β ≠ 3. The statistics' suitability

CollectionsANU Research Publications
Date published: 2010
Type: Journal article
URI: http://hdl.handle.net/1885/79720
Source: Mathematical Methods of Statistics
DOI: 10.3103/S106653071003004X

Download

There are no files associated with this item.


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  20 July 2017/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator