Goodness-of-Fit Tests to Location-Scale Families Based on OWA Functions
摘要
Skewness coefficients are measures for quantifying the degree of asymmetry of a random variable. Different authors have proposed several skewness coefficients, most of which are positioned within the axiomatic definition introduced by Oja. This contribution presents a general family of skewness coefficients based on OWA functions. After showing that this family fits within Oja’s axiomatic definition of a skewness coefficient, we present a sample version of this coefficient, study its asymptotic distribution, and use it for defining a goodness-of-fit test to a location-scale family.