A generalized skewness statistic for stationary ergodic martingale differences

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dc.contributor.authorKaehler, Benjamin
dc.contributor.authorMaller, Ross
dc.date.accessioned2015-12-13T22:45:21Z
dc.date.available2015-12-13T22:45:21Z
dc.date.issued2010
dc.date.updated2016-02-24T09:39:41Z
dc.description.abstractWe 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
dc.identifier.issn1066-5307
dc.identifier.urihttp://hdl.handle.net/1885/79720
dc.publisherAllerton Press
dc.sourceMathematical Methods of Statistics
dc.subjectKeywords: asymmetry; central limit theorem; ergodic; martingale; skewness; stationary
dc.titleA generalized skewness statistic for stationary ergodic martingale differences
dc.typeJournal article
local.bibliographicCitation.issue3
local.bibliographicCitation.lastpage282
local.bibliographicCitation.startpage267
local.contributor.affiliationKaehler, Benjamin, College of Business and Economics, ANU
local.contributor.affiliationMaller, Ross, College of Physical and Mathematical Sciences, ANU
local.contributor.authoruidKaehler, Benjamin, u4190979
local.contributor.authoruidMaller, Ross, u4061848
local.description.notesImported from ARIES
local.identifier.absfor010401 - Applied Statistics
local.identifier.absseo970101 - Expanding Knowledge in the Mathematical Sciences
local.identifier.ariespublicationf5625xPUB8107
local.identifier.citationvolume19
local.identifier.doi10.3103/S106653071003004X
local.identifier.scopusID2-s2.0-84859511397
local.type.statusMetadata only

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