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

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scientific article; zbMATH DE number 1891888

Language	Label	Description	Also known as
English	A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic	scientific article; zbMATH DE number 1891888

Statements

scholarly article

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A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic (English)

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Communications in Statistics - Simulation and Computation

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publication date

2 April 2003

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Zacharias Psaradakis

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MaRDI profile type

MaRDI publication profile

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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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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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full work available at URL

https://doi.org/10.1081/sac-120013116

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Identifiers

zbMATH Open document ID

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10.1081/SAC-120013116

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4803404

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