A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic (Q4803404): Difference between revisions

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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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+Forecasting time series with sieve bootstrap
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+Some bootstrap tests of symmetry for univariate continuous distributions
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+Sieve bootstrap for time series
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+Sieve bootstrap for smoothing in nonstationary time series
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+Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
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+Closure of linear processes
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+A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
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+A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
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+A Sieve Bootstrap For The Test Of A Unit Root
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+Breakdown point of Schuster-Narvarte's location estimator
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+Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
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+Q4370586
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+On the smoothed bootstrap
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+On the number of bootstrap simulations required to construct a confidence interval
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+On optimal data-based bandwidth selection in kernel density estimation
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+Tests for symmetry about an unknown value based on the empirical distribution function
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+Calibrating Confidence Coefficients
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+Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
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+ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
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+Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors
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+On bootstrap inference in cointegrating regressions
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+Estimation of shift and center of symmetry based on Kolmogorov-Smirnov statistics
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+Identifying the closest symmetric distribution or density function
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+Using the bootstrap in testing symmetry versus asymmetry
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+A new nonparametric estimator of the center of a symmetric distribution
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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+Q4727203
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