A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
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Statistical aspects of information-theoretic topics (62B10) Exact distribution theory in statistics (62E15) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Non-Markovian processes: hypothesis testing (62M07)
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Cites work
- scientific article; zbMATH DE number 3782216 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- A Brief Survey of Bandwidth Selection for Density Estimation
- A Consistent Nonparametric Test of Symmetry in Linear Regression Models
- A Dependence Metric for Possibly Nonlinear Processes
- A consistent test for conditional symmetry in time series models
- Automatic Block-Length Selection for the Dependent Bootstrap
- Bootstrap procedures under some non-i.i.d. models
- Bootstrap tests: how many bootstraps?
- Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities
- Consistent Nonparametric Entropy-Based Testing
- Cross-validation and the estimation of probability distributions with categorical data
- The bootstrap and Edgeworth expansion
- The jackknife and the bootstrap for general stationary observations
Cited in
(9)- A numerical study of the power function of a new symmetry test
- A versatile and robust metric entropy test of time-reversibility, and other hypotheses
- A multifactor transformed diffusion model with applications to VIX and VIX futures
- A quantile-based test for symmetry of weakly dependent processes
- Popular support for social evaluation functions
- Using Triples to Assess Symmetry Under Weak Dependence
- Assessing the dependence structure of the components of hybrid time series processes using mutual information
- A data-driven smooth test of symmetry
- Bootstrap-assisted tests of symmetry for dependent data
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