An Asymptotically Distribution-Free Test for Symmetry Versus Asymmetry

Randles, Ronald H.; Fligner, Michael A.; Policello, George E.; Wolfe, Douglas A.

doi:10.2307/2287406

Cited by 95 publications

(118 citation statements)

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“…Razzak (1998), a appliqué le test de Randles et al (1980), pour tester l'asymétrie dans les fluctuations cycliques de la production réelle et les niveaux de prix. Ce test est utilisé tout en suivant l'approche de Verbrugge (1997).…”

Section: Techniques De Détection De L'asymétrieunclassified

Asymétrie des cycles économiques et changement de régimes : cas de la Tunisie*

Medhioub

2008

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Le papier s’intéresse à l’identification et à la datation des points de retournement de l’activité économique en Tunisie en utilisant l’approche changement de régimes, innovée par Hamilton (1989) pour l’analyse des cycles économiques. On identifie les changements de régimes dans le processus stochastique de la croissance économique, en utilisant des données mensuelles relatives à la croissance de la production industrielle couvrant la période 1994-2004. Notre recherche est basée sur les probabilités de lissage déterminées en estimant le modèle à changement de régimes à deux états. Les résultats obtenus nous permettent d’identifier sept points de retournement durant cette période tout en signalant la récession débutant en septembre 2001.In this paper we are interested in the identification and the dating of the turning points of the economic activity in Tunisia, by using the Markov switching approach innovated by Hamilton (1989) for the analysis of the business cycles. We identify the changes of regimes in the stochastic process of the economic growth, by using monthly data relating to the growth of the industrial production covering the period 1994-2004. We base our research on the smoothing probabilities determined by estimating the model of two states Markov switching regimes. The results obtained enable us to identify seven turning points during this period. And, using this approach of two states, we can detect the recession of september 2001

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Section: Techniques De Détection De L'asymétrieunclassified

Asymétrie des cycles économiques et changement de régimes : cas de la Tunisie*

Medhioub

2008

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“…The Triples test is described in a paper by Randles, Fligner, Policello, and Wolfe (1980). Let x i ,.…”

Section: Triples Testmentioning

confidence: 99%

“…-9 1 = 2 3 η ξˆ (11) Randles, et al (1980) compared three procedures for testing whether a univariate population is symmetric about some unspecified value compared to an immense class of asymmetric distribution alternatives. The Triples test was compared to Gupta's skewness test (Gupta, 1967) and Gupta's nonparametric procedure (Gupta, 1967).…”

Section: Triples Testmentioning

confidence: 99%

“…The Triples test was compared to Gupta's skewness test (Gupta, 1967) and Gupta's nonparametric procedure (Gupta, 1967). Randles et al (1980) show that the Triples Test is superior to either competitor, even for sample sizes as small as 20, while possessing good power for detecting asymmetric alternative distributions. Cabilio & Masaro (1996) compared their symmetry test, S K , to several other tests of symmetry including the Triples test.…”

Section: Triples Testmentioning

confidence: 99%

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A Comparison Of The D’Agostino S_u Test To The Triples Test For Testing Of Symmetry Versus Asymmetry As A Preliminary Test To Testing The Equality Of Means

Perry¹,

Stoline

2002

J. Mod. App. Stat. Meth.

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“…The parameter values for (S4), (S5), (A4) and (A5) are taken from Randles, Fligner, Policello, and Wolfe (1980). 4 The stationary solution of (11) satisfies (5) with θ 1 = −ϕ+ϑ+η 1 and θ j = −θ j−1 ϕ+η j−1 ϑ+η j for j > 2, where…”

mentioning

confidence: 99%

Using the Bootstrap to Test for Symmetry Under Unknown Dependence

Psaradakis

2016

Journal of Business & Economic Statistics

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This paper considers tests for symmetry of the one-dimensional marginal distribution of fractionally integrated processes. The tests are implemented by using an autoregressive sieve bootstrap approximation to the null sampling distribution of the relevant test statistics. The sieve bootstrap allows inference on symmetry to be carried out without knowledge of either the memory parameter of the data or of the appropriate norming factor for the test statistic and its asymptotic distribution. The small-sample properties of the proposed method are examined by means of Monte Carlo experiments, and applications to real-world data are also presented.

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An Asymptotically Distribution-Free Test for Symmetry Versus Asymmetry

Cited by 95 publications

References 0 publications

Asymétrie des cycles économiques et changement de régimes : cas de la Tunisie*

Asymétrie des cycles économiques et changement de régimes : cas de la Tunisie*

A Comparison Of The D’Agostino S_u Test To The Triples Test For Testing Of Symmetry Versus Asymmetry As A Preliminary Test To Testing The Equality Of Means

Using the Bootstrap to Test for Symmetry Under Unknown Dependence

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