A data-driven smooth test of symmetry
DOI10.1016/J.JECONOM.2015.03.013zbMATH Open1337.62091OpenAlexW2000181429MaRDI QIDQ2516319FDOQ2516319
Authors: Ying Fang, Ximing Wu, Daiqiang Zhang, Qi Li 
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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Cited In (13)
- Testing for central symmetry and inference of the unknown center
- Specification tests for univariate diffusions
- Refined data driven tests for univariate symmetry
- 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
- Data driven score tests for univariate symmetry based on non-smooth functions
- Data driven tests for univariate symmetry
- A non-parametric test of the symmetry of PSID wage--change distributions
- Testing symmetry for additive distortion measurement errors data
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