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Adjusting the tests for skewness and kurtosis for distributional misspecifications |
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| Authors: | Gamini Premaratne |
| Institution: | UBD School of Business and Economics, Universiti Brunei Darussalam, Jln Tung Ku Link, Brunei Darussalam |
| Abstract: | |
| Keywords: | Asymmetry Distributional misspecification Kurtosis Monte Carlo Test Rao Score test Skewness |