Fernandes, Marcelo; Mendes, Eduardo F.; Scaillet, Olivier - 2011
We derive nonparametric tests of symmetry using asymmetric kernels with either shrinking or fixed bandwidths. We show … residuals from semiparametric models with a (sufficiently smooth) nonparametric link function. As a by-product, we prove the … tests. asymmetric kernel, gamma kernel, inverse Gaussian kernel, nonparametric testing, reciprocal inverse Gaussian kernel …