Copula-based measures and tests for conditional asymmetry
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Cites work
- A consistent test for conditional symmetry in time series models
- A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models
- A simple test for multivariate conditional symmetry
- Adaptive estimation of regression models via moment restrictions
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- Asymptotic distributions of multivariate rank order statistics
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Bootstrap Approximations in Model Checks for Regression
- Censored regression quantiles
- Consistent specification testing for conditional symmetry
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
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- Measures of non-exchangeability for bivariate random vectors
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- Nonparametric Monte Carlo tests for multivariate distributions
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- Nonparametric tests for conditional symmetry in dynamic models
- On adaptive estimation
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- On tests of radial symmetry for bivariate copulas
- Some Integration-by-Parts Formulas Involving 2-Copulas
- Symmetrically Trimmed Least Squares Estimation for Tobit Models
- Symmetry and dependence properties within a semiparametric family of bivariate copulas
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- Testing conditional asymmetry: a residual-based approach
- Testing symmetry of model errors for nonparametric regression models by using correlation coefficient1
- Tests of symmetry for bivariate copulas
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes
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