A distribution-free m-out-of-n bootstrap approach to testing symmetry about an unknown median
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A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median
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Cites work
- A class of Wasserstein metrics for probability distributions
- A consistent bootstrap procedure for nonparametric symmetry tests
- A general measure of skewness
- A local factor nonparametric test for trend synchronism in multiple time series
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- A simple test of symmetry about an unknown median
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- Adaptive choice of bootstrap sample sizes
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- An Asymptotically Nonparametric Test of Symmetry
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- Bootstrap approximation of distributions of the \(L\)-statistics
- Bootstrapping for generalized l-statistics
- Distribution-free test for symmetry based on Bonferroni's measure
- Generalized L-, M-, and R-statistics
- scientific article; zbMATH DE number 4159857 (Why is no real title available?)
- scientific article; zbMATH DE number 5299676 (Why is no real title available?)
- Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size
- On the choice of m in the m out of n bootstrap and confidence bounds for extrema
- On the Sign Test for Symmetry
- Plots and tests for symmetry
- Resampling Fewer Than n Observations: Gains, Losses, and Remedies for Losses
- Resampling methods for dependent data
- Some asymptotic theory for the bootstrap
- Testing Statistical Hypotheses
- Testing Symmetry
- The jackknife and bootstrap
- Two modified Wilcoxon tests for symmetry about an unknown location parameter
Cited in
(14)- Testing for central symmetry and inference of the unknown center
- Pairwise distance-based tests for conditional symmetry
- Robust detection of abnormality in highly corrupted medical images
- scientific article; zbMATH DE number 5299676 (Why is no real title available?)
- A Bootstrap Test for Symmetry based on Quantiles
- Bootstrap-assisted tests of symmetry for dependent data
- Test for diagonal symmetry in high dimension
- Testing for central symmetry and symmetry about an axis
- Tests of symmetry based on the bootstrap estimation of the asymptotic variance of a skewness coefficient
- Testing bivariate symmetry
- Using Triples to Assess Symmetry Under Weak Dependence
- On Neyman's smooth tests for symmetry about an unknown center
- An efficient and distribution-free symmetry test for high-dimensional data based on energy statistics and random projections
- A local factor nonparametric test for trend synchronism in multiple time series
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