Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models

摘要

In linear and nonparametric regression models, the problem of testing for symmetry of the distribution of errors is considered. We propose a test statistic which utilizes the empirical characteristic function of the corresponding residuals. The asymptotic null distribution of the test statistic as well as its beliavior under alternatives is investigated. A simulation study compares bootstrap versions of the proposed test to other more standard procedures.