A data-driven smooth test of symmetry

DOI10.1016/J.JECONOM.2015.03.013zbMATH Open1337.62091OpenAlexW2000181429MaRDI QIDQ2516319FDOQ2516319

Qi Li, Daiqiang Zhang, Ying Fang, Ximing Wu

Publication date: 13 August 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.03.013

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Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Automatic Block-Length Selection for the Dependent Bootstrap
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• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Consistency and Monte Carlo simulation of a data driven version of smooth goodness-of-fit tests
• Towards data driven selection of a penalty function for data driven Neyman tests
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Data-Driven Version of Neyman's Smooth Test of Fit
• The Stationary Bootstrap
• Semiparametric Estimation of Index Coefficients
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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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• An Asymptotically Distribution-Free Test for Symmetry Versus Asymmetry
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• A Consistent Nonparametric Test of Symmetry in Linear Regression Models
• Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
• The asymptotic effect of substituting estimators for parameters in certain types of statistics
• Title not available (Why is that?)
• Semiparametric Estimation of Regression Models for Panel Data
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• Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.
• A smooth test for the equality of distributions
• A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
• Using the bootstrap in testing symmetry versus asymmetry

Cited In (10)

• Testing for central symmetry and inference of the unknown center
• Specification tests for univariate diffusions
• Test for diagonal symmetry in high dimension
• Nonparametric tests for conditional symmetry
• Nonparametric identification and estimation of sample selection models under symmetry
• An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives
• Pairwise distance-based tests for conditional symmetry
• A moment-based empirical likelihood ratio test for exponentiality using the probability integral transformation
• A non-parametric test of the symmetry of PSID wage--change distributions
• Testing symmetry for additive distortion measurement errors data

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