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Testing for symmetry and conditional symmetry using asymmetric kernels

Fernandes, Marcelo; Mendes, Eduardo Fonseca; Scaillet, Olivier (Springer Heidelberg, 2015-08)

We derive nonparametric tests of symmetry using asymmetric kernels with either vanishing or fixed bandwidths. The idea is to split the sample around the symmetry point and then test whether the distributions to the right ...