A data-driven smooth test of symmetry (Q2516319)

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Language	Label	Description	Also known as
English	A data-driven smooth test of symmetry	scientific article

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scholarly article

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A data-driven smooth test of symmetry (English)

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Journal of Econometrics

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publication date

13 August 2015

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jeconom.2015.03.013

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Testing symmetry of an unknown density function by kernel method

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Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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Some bootstrap tests of symmetry for univariate continuous distributions

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A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS

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On adaptive estimation

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A Test for Symmetry Using the Sample Distribution Function

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Goodness of Fit via Non-parametric Likelihood Ratios

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Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.

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Testing for Symmetry

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Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit

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A Consistent Nonparametric Test of Symmetry in Linear Regression Models

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Semiparametric Estimation of Regression Models for Panel Data

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Towards data driven selection of a penalty function for data driven Neyman tests

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Consistency and Monte Carlo simulation of a data driven version of smooth goodness-of-fit tests

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Data-Driven Smooth Tests When the Hypothesis Is Composite

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Data-Driven Version of Neyman's Smooth Test of Fit

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A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes

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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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The asymptotic effect of substituting estimators for parameters in certain types of statistics

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The Stationary Bootstrap

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Automatic Block-Length Selection for the Dependent Bootstrap

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Semiparametric Estimation of Index Coefficients

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On the asymptotic normality of statistics with estimated parameters

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An Asymptotically Distribution-Free Test for Symmetry Versus Asymmetry

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Smooth Tests of Goodness of Fit: An Overview

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A Cramer Von-Mises Type Statistic for Testing Symmetry

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Using the bootstrap in testing symmetry versus asymmetry

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Approximation Theorems of Mathematical Statistics

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Testing the Hypothesis That Two Populations Differ Only in Location

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Identifiers

zbMATH Open document ID

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10.1016/j.jeconom.2015.03.013

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2516319

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