Showing 1 - 2 of 2
This paper proposes a simple consistent nonparametric test of conditional symmetry based on the principle of characteristic functions. The test statistic is shown to be asymptotically normal under the null hypothesis of conditional symmetry and consistent against any conditional asymmetric...
Persistent link: https://www.econbiz.de/10009150743
In this paper we consider a weighted harmonic mean of two inconsistent estimators to propose a new estimator of the coefficient of a linear regression model with measurement errors. The proposed estimator is simple and it does not depend on any unknown quantity. The approximate bias and MSE of...
Persistent link: https://www.econbiz.de/10009145685