Bootstrap-assisted tests of symmetry for dependent data
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Cites work
- A bootstrap approach to test the conditional symmetry in time series models
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
- A consistent bootstrap procedure for nonparametric symmetry tests
- A Consistent Nonparametric Test of Symmetry in Linear Regression Models
- A consistent test for conditional symmetry in time series models
- A distribution-free m-out-of-n bootstrap approach to testing symmetry about an unknown median
- A general measure of skewness
- A note on the stationary bootstrap's variance
- A quantile-based test for symmetry of weakly dependent processes
- A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
- A simple test for multivariate conditional symmetry
- A simple test of symmetry about an unknown median
- A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
- A versatile and robust metric entropy test of time-reversibility, and other hypotheses
- An Asymptotically Distribution-Free Test for Symmetry Versus Asymmetry
- An asymptotically distribution-free test of symmetry
- An Asymptotically Nonparametric Test of Symmetry
- An asymptotically optimal selection of the order of a linear process
- Assessing time-reversibility under minimal assumptions
- Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
- Bias of some commonly-used time series estimates
- Block bootstrap consistency under weak assumptions
- Closure of linear processes
- Consistency of the stationary bootstrap under weak moment conditions
- Distribution-free test for symmetry based on Bonferroni's measure
- Finite sample properties and asymptotic efficiency of Monte Carlo tests
- Foundations of time series analysis and prediction theory
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- scientific article; zbMATH DE number 5002287 (Why is no real title available?)
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- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
- Nonparametric tests for conditional symmetry in dynamic models
- On goodness-of-fit tests for weakly dependent processes using kernel method
- On the number of bootstrap simulations required to construct a confidence interval
- On the range of validity of the autoregressive sieve bootstrap
- On the Sign Test for Symmetry
- Resampling methods for dependent data
- Robust Testing for Skewness
- Robust Univariate Test of Symmetry
- Sieve bootstrap for time series
- Some bootstrap tests of symmetry for univariate continuous distributions
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
- Testing Statistical Hypotheses
- Testing Symmetry
- Testing symmetry of an unknown density function by kernel method
- Testing time reversibility without moment restrictions
- Tests for symmetry
- The Stationary Bootstrap
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Two modified Wilcoxon tests for symmetry about an unknown location parameter
- U-statistics for skewness or symmetry
- Using the bootstrap in testing symmetry versus asymmetry
Cited in
(9)- Some bootstrap tests of symmetry for univariate continuous distributions
- Robust detection of abnormality in highly corrupted medical images
- A test of symmetry based on L-moments with an application to the business cycles of the G7 economies
- Using the bootstrap in testing symmetry versus asymmetry
- A Bootstrap Test for Symmetry based on Quantiles
- Normality tests for dependent data: large-sample and bootstrap approaches
- Using Triples to Assess Symmetry Under Weak Dependence
- On Neyman's smooth tests for symmetry about an unknown center
- Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting
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