A consistent bootstrap procedure for nonparametric symmetry tests

DOI10.1016/J.ECONLET.2015.03.038MaRDI QIDQ500595zbMATH OpenOpenAlexFDO

Authors Daniel J. Henderson, Christopher F. Parmeter

Publication date 5 October 2015

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2015.03.038

zbMATH Keywords

symmetrykernelU-statisticbandwidth

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 805043 (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 NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
• A bootstrap approach to test the conditional symmetry in time series models
• A non-parametric test of the symmetry of PSID wage--change distributions
• A simple consistent bootstrap test for a parametric regression function
• A simple test for multivariate conditional symmetry
• A stationary point for the stochastic frontier likelihood
• Applied nonparametric econometrics
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Conditional Minimum Volume Predictive Regions for Stochastic Processes
• Estimating a stochastic production frontier when the adjusted error is symmetric
• Inferences from cross-sectional, stochastic frontier models
• Nonparametric testing of closeness between two unknown distribution functions
• On adaptive estimation
• Semiparametric and nonparametric estimation of sample selection models under symmetry
• Testing symmetry of an unknown density function by kernel method

Cited in

(15)

• Test for diagonal symmetry in high dimension
• Testing for central symmetry and inference of the unknown center
• A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median
• A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
• A bootstrap test for symmetry based on cumulative entropy
• Bootstrap-assisted tests of symmetry for dependent data
• SOME RESAMPLING PROCEDURES UNDER SYMMETRY
• A broad symmetry criterion for nonparametric validity of parametrically based tests in randomized trials
• Testing for central symmetry and symmetry about an axis
• A Bootstrap Test for Symmetry based on Quantiles
• On consistent nonparametric statistical tests of symmetry hypotheses
• Pairwise distance-based tests for conditional symmetry
• Using the bootstrap in testing symmetry versus asymmetry
• A bootstrap approach to test the conditional symmetry in time series models
• Some bootstrap tests of symmetry for univariate continuous distributions

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