A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708): Difference between revisions

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+Some bootstrap tests of symmetry for univariate continuous distributions
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+A consistent test for conditional symmetry in time series models
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+Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
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+A note on testing symmetry of the error distribution in linear regression models
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+Checking nonlinear heteroscedastic time series models
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+Estimation in a class of nonlinear heteroscedastic time series models
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+A bootstrap approach to test the conditional symmetry in time series models
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