Similar Search Results - EconBiz

A new characterization of the normal distribution and test for normality

Bera, Anil K.; Galvao, Antonio Fialho <Jr.>; Wang, Liang; … - In: Econometric theory 32 (2016) 5, pp. 1216-1252

Persistent link: https://www.econbiz.de/10011661739

A New Characterization of the Normal Distribution and Test for Normality

Bera, Anil K. - 2015

We study the asymptotic covariance function of the sample mean and quantile and derive a new and surprising characterization of the normal distribution: the asymptotic covariance between the sample mean and quantile is constant across all quantiles, if and only if the underlying distribution is...

Persistent link: https://www.econbiz.de/10013025042

Right tail information and asset pricing

Hua, Qiuling; Xiao, Zhijie; Zhou, Hongtao - In: Econometric reviews 40 (2021) 8, pp. 728-749

Persistent link: https://www.econbiz.de/10012624536

Copula-based time series with filtered nonstationarity

Chen, Xiaohong; Xiao, Zhijie; Wang, Bo - 2020 - Final version: October 2020

Persistent link: https://www.econbiz.de/10012320594

Estimation and inference about tail features with tail censored data

Wang, Yulong; Xiao, Zhijie - 2020 - This version: March 2020

Persistent link: https://www.econbiz.de/10012231154

Copula-based time series with filtered nonstationarity

Chen, Xiaohong; Xiao, Zhijie; Wang, Bo - In: Journal of econometrics 228 (2022) 1, pp. 127-155

Persistent link: https://www.econbiz.de/10013441732

Estimation and inference about tail features with tail censored data

Wang, Yulong; Xiao, Zhijie - In: Journal of econometrics 230 (2022) 2, pp. 363-387

Persistent link: https://www.econbiz.de/10013463894

Spread regression, skewness regression, and kurtosis regression with an application to the US wage structure

Chen, Qiang; Xiao, Zhijie - 2025

Persistent link: https://www.econbiz.de/10015372768

A service of the