Singh, Gewali, and Khatiwada proposed a skewness measure for probability distributions called Area Skewness (AS), which has desirable properties but has not been widely applied in practice. One reason for this may be ...
supported by the National Natural Science Foundation of China(No.12271005 and No.11901006);Natural Science Foundation of Anhui Province(2308085Y06,1908085QA06);Young Scholars Program of Anhui Province(2023);Anhui Provincial Natural Science Foundation(Grant No.2008085MA08);Foundation of Anhui Provincial Education Department(Grant No.KJ2021A1523)。
Based on the martingale difference divergence,a recently proposed metric for quantifying conditional mean dependence,we introduce a consistent test of U-type for the goodness-of-fit of linear models under conditional ...