Testing for symmetry and conditional symmetry using asymmetric kernels
From MaRDI portal
Publication:2355168
DOI10.1007/s10463-014-0469-6zbMath1440.62147OpenAlexW3123588621MaRDI QIDQ2355168
Eduardo F. Mendes, Marcelo Fernandes, Olivier Scaillet
Publication date: 21 July 2015
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: http://qmro.qmul.ac.uk/xmlui/handle/123456789/15803
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonparametric specification tests for conditional duration models
- Local multiplicative bias correction for asymmetric kernel density estimators
- Nonparametric tests for conditional symmetry in dynamic models
- Testing conditional asymmetry: a residual-based approach
- Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters
- Nonparametric density estimation for multivariate bounded data
- On adaptive estimation
- Adaptive estimation of regression models via moment restrictions
- Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates
- Convergence rate of sieve estimates
- On methods of sieves and penalization
- Optimal global rates of convergence for nonparametric regression
- On some global measures of the deviations of density function estimates
- Central limit theorem for asymmetric kernel functionals
- Hypotheses testing based on modified nonparametric estimation of an affinity measure between two distributions
- On goodness-of-fit tests for weakly dependent processes using kernel method
- An Asymptotically Distribution-Free Test for Symmetry Versus Asymmetry
- Testing symmetry of an unknown density function by kernel method
- CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
- Density estimation using inverse and reciprocal inverse Gaussian kernels
- A Consistent Nonparametric Test of Symmetry in Linear Regression Models
- Bootstrapping a consistent nonparametric goodness-of-fit test
- The Existence of the First Negative Moment Revisited
- Nonparametric Transition-Based Tests for Jump Diffusions
- Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
- Consistent Nonparametric Entropy-Based Testing
- Probability density function estimation using gamma kernels
- A consistent test for conditional symmetry in time series models
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
This page was built for publication: Testing for symmetry and conditional symmetry using asymmetric kernels