Nonparametric tests for conditional symmetry
From MaRDI portal
Recommendations
- On nonparametric tests for symmetry
- Nonparametric tests for conditional symmetry in dynamic models
- Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
- On consistent nonparametric statistical tests of symmetry hypotheses
- Test of Symmetry in Nonparametric Regression
- Testing symmetry in nonparametric regression models
- Nonparametric weighted symmetry tests
- Nonparametric symmetry tests for statistical functionals.
Cites work
- scientific article; zbMATH DE number 3862231 (Why is no real title available?)
- scientific article; zbMATH DE number 5002287 (Why is no real title available?)
- scientific article; zbMATH DE number 3965202 (Why is no real title available?)
- scientific article; zbMATH DE number 3705593 (Why is no real title available?)
- scientific article; zbMATH DE number 3045305 (Why is no real title available?)
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
- A Consistent Nonparametric Test of Symmetry in Linear Regression Models
- A Test for Symmetry Using the Sample Distribution Function
- A consistent test for conditional symmetry in time series models
- A data-driven smooth test of symmetry
- A note on testing symmetry with estimated parameters
- An Asymptotically Distribution-Free Test for Symmetry Versus Asymmetry
- An Asymptotically Nonparametric Test of Symmetry
- An invariance principle for the Robbins-Monro process in a Hilbert space
- Asymptotic Theory of Integrated Conditional Moment Tests
- Asymptotic distribution of a Cramer-von Mises type statistic for testing symmetry when the center is estimated
- Central limit theorems revisited
- Consistent model specification tests
- Equivalent conditions for the tightness of a sequence of continuous Hilbert valued martingales
- Generalized autoregressive conditional heteroscedasticity
- Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
- Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures
- Nonparametric tests for conditional symmetry in dynamic models
- On U-statistics and v. mise? statistics for weakly dependent processes
- On some global measures of the deviations of density function estimates
- On the Sign Test for Symmetry
- Plots and tests for symmetry
- Root-N-Consistent Semiparametric Regression
- Significance testing in nonparametric regression based on the bootstrap.
- Testing Symmetry
- Testing for Symmetry
- Testing for symmetric error distribution in nonparametric regression models
- Testing symmetry in nonparametric regression models
- Testing symmetry of an unknown density function by kernel method
- Tests for symmetric error distribution in linear and nonparametric regression models
- Two modified Wilcoxon tests for symmetry about an unknown location parameter
- Using the bootstrap in testing symmetry versus asymmetry
Cited in
(23)- A nonparametric symmetry test for absolutely continuous bivariate copulas
- A bootstrap approach to test the conditional symmetry in time series models
- A broad symmetry criterion for nonparametric validity of parametrically based tests in randomized trials
- A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models
- A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
- Nonparametric tests for conditional symmetry in dynamic models
- Some count-based nonparametric tests for circular symmetry of a bivariate distribution
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression
- Nonparametric confidence regions for the symmetry point‐based optimal cutpoint and associated sensitivity of a continuous‐scale diagnostic test
- Nonparametric weighted symmetry tests
- Distribution-Free Runs Test for Conditional Symmetry
- Testing conditional asymmetry: a residual-based approach
- A quantile-based test for symmetry of weakly dependent processes
- Testing independence between exogenous variables and unobserved errors
- Testing for symmetry and conditional symmetry using asymmetric kernels
- Editorial: Advance in theoretical econometrics -- essays in honor of Takeshi Amemiya
- Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
- A simple nonparametric test for bivariate symmetry about a line
- Robust detection of abnormality in highly corrupted medical images
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
- A consistent test for conditional symmetry in time series models
- Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series
- A non-parametric test of the symmetry of PSID wage--change distributions
This page was built for publication: Nonparametric tests for conditional symmetry
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1792455)
