A Test for Asymmetry Associated with the Hodges-Lehmann Estimator

DOI10.2307/2287728MaRDI QIDQ3951394zbMATH OpenOpenAlexFDO

Authors Dennis D. Boos

Publication date 1982

Full work available at URL https://doi.org/10.2307/2287728

zbMATH Keywords

Cramer-von Mises distanceHodges-Lehmann estimatorminimum distance estimatortesting asymmetry

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10)

Cited in

(29)

• Minimum distance estimation in linear regression with unknown error distributions
• A measure of asymmetry
• A measure of asymmetry based on a new necessary and sufficient condition for symmetry
• Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function
• Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
• Characterization of diagonal symmetry: location unknown, and a test based on allied U-processes
• A distribution-free m-out-of-n bootstrap approach to testing symmetry about an unknown median
• A Monte Carlo evaluation of the performance of two new tests for symmetry
• Empirical likelihood test for diagonal symmetry
• The sinh-arcsinhed logistic family of distributions: properties and inference
• Testing symmetry about an unknown median, via linear rank procedures
• Using the bootstrap in testing symmetry versus asymmetry
• A NONPARAMETRIC TEST OF SYMMETRY VERSUS ASYMMETRY FOR RANKED-SET SAMPLES
• Testing circular symmetry
• A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
• Bootstrap-assisted tests of symmetry for dependent data
• Measuring asymmetry and testing symmetry
• A rule of thumb for testing symmetry about an unknown median against a long right tail
• Testing for symmetry in multivariate distributions
• On Testing for the Nullity of Some Skewness Coefficients
• A simple test of symmetry about an unknown median
• Robust testing procedures for scale differences in paired data
• Tests for symmetry based on the integrated empirical process
• Test for diagonal symmetry in high dimension
• Tests of symmetry based on the bootstrap estimation of the asymptotic variance of a skewness coefficient
• The kth power expectile estimation and testing
• On Neyman's smooth tests for symmetry about an unknown center
• A bootstrap test for symmetry based on ranked set samples
• Addendum to ``An asymptotically distribution-free test of symmetry

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