A data-driven smooth test of symmetry
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Publication:2516319
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Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 3258670 (Why is no real title available?)
- scientific article; zbMATH DE number 3028457 (Why is no real title available?)
- A Consistent Nonparametric Test of Symmetry in Linear Regression Models
- A Cramer Von-Mises Type Statistic for Testing Symmetry
- A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A Test for Symmetry Using the Sample Distribution Function
- A smooth test for the equality of distributions
- An Asymptotically Distribution-Free Test for Symmetry Versus Asymmetry
- Approximation Theorems of Mathematical Statistics
- Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
- Automatic Block-Length Selection for the Dependent Bootstrap
- Consistency and Monte Carlo simulation of a data driven version of smooth goodness-of-fit tests
- Data-Driven Smooth Tests When the Hypothesis Is Composite
- Data-Driven Version of Neyman's Smooth Test of Fit
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.
- Goodness of Fit via Non-parametric Likelihood Ratios
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- On adaptive estimation
- On the asymptotic normality of statistics with estimated parameters
- Semiparametric Estimation of Index Coefficients
- Semiparametric Estimation of Regression Models for Panel Data
- Smooth Tests of Goodness of Fit: An Overview
- Some bootstrap tests of symmetry for univariate continuous distributions
- Testing for Symmetry
- Testing symmetry of an unknown density function by kernel method
- Testing the Hypothesis That Two Populations Differ Only in Location
- The Stationary Bootstrap
- The asymptotic effect of substituting estimators for parameters in certain types of statistics
- Towards data driven selection of a penalty function for data driven Neyman tests
- Using the bootstrap in testing symmetry versus asymmetry
Cited in
(13)- Data driven score tests for univariate symmetry based on non-smooth functions
- Data driven tests for univariate symmetry
- Test for diagonal symmetry in high dimension
- Testing for central symmetry and inference of the unknown center
- An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives
- Nonparametric identification and estimation of sample selection models under symmetry
- A moment-based empirical likelihood ratio test for exponentiality using the probability integral transformation
- Testing symmetry for additive distortion measurement errors data
- Refined data driven tests for univariate symmetry
- Pairwise distance-based tests for conditional symmetry
- Nonparametric tests for conditional symmetry
- A non-parametric test of the symmetry of PSID wage--change distributions
- Specification tests for univariate diffusions
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