Nonparametric tests for conditional symmetry in dynamic models (Q289176): Difference between revisions

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+Testing symmetry of an unknown density function by kernel method
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+Asymptotic distribution of a Cramer-von Mises type statistic for testing symmetry when the center is estimated
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+Testing Symmetry
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+Uniform CLT for Markov chains and its invariance principle: A martingale approach
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+A consistent test for conditional symmetry in time series models
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+A central limit theorem under contiguous alternatives
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+Two modified Wilcoxon tests for symmetry about an unknown location parameter
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+The Lindeberg-Levy Theorem for Martingales
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+A Test for Symmetry Using the Sample Distribution Function
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+Weak convergence of a self-consistent estimator of the survival function with doubly censored data
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+Bootstrap conditional distribution tests in the presence of dynamic misspecification
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+Some results concerning symmetric distributions
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+Testing for Symmetry
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+Significance testing in nonparametric regression based on the bootstrap.
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+Distribution-free specification tests of conditional models
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+Uniform Central Limit Theorems
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+A test for normality based on the empirical characteristic function
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+A Consistent Nonparametric Test of Symmetry in Linear Regression Models
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+The empirical characteristic function and its applications
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+On tail probabilities for martingales
@@ Property / cites work: On tail probabilities for martingales / rank @@
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+Applications of empirical characteristic functions in some multivariate problems
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+Bootstrapping general empirical measures
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+Q3911791
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+Testing multivariate symmetry
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+Q4153469
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+Tests of symmetry based on watson statistics
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+Q3902263
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+Weighted empirical processes in dynamic nonlinear models.
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+Q3736717
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+A uniform CLT for uniformly bounded families of martingale differences
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+Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
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+Bootstrap procedures under some non-i.i.d. models
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+Q4091146
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+Q4125569
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+Q4127798
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+Q5434049
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+Weak convergence of some classes of martingales with jumps.
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+A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
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+An Asymptotically Distribution-Free Test for Symmetry Versus Asymmetry
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+Bootstrap Approximations in Model Checks for Regression
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+Weak convergence and empirical processes. With applications to statistics
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+Q4869532
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+Jackknife, bootstrap and other resampling methods in regression analysis
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+Q3365351
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