Using the bootstrap in testing symmetry versus asymmetry

DOI10.1080/03610918708812578MaRDI QIDQ3749941zbMATH OpenOpenAlexFDO

Authors Eugene F. Schuster, Richard C. Barker

Publication date 1987

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918708812578

zbMATH Keywords

normal distributionempirical distributionCauchychi-squareexponentiallognormalcenter of symmetrydouble exponentialButler sup norm testSchuster-Narvarte estimatorsymmetric bootstrap proceduretesting the hypothesis of symmetry

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• A Bootstrap Test for Symmetry based on Quantiles
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• Some bootstrap tests of symmetry for univariate continuous distributions
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• A bootstrap test for symmetry based on ranked set samples
• A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
• Bootstrap tests for robust means of asymmetric distributions with unequal shapes.

Cites work

• A Cramer Von-Mises Type Statistic for Testing Symmetry
• A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
• A Test for Symmetry Using the Sample Distribution Function
• A new nonparametric estimator of the center of a symmetric distribution
• Bootstrap methods: another look at the jackknife
• Estimating the distribution function of a symmetric distribution
• Estimation of shift and center of symmetry based on Kolmogorov-Smirnov statistics
• Identifying the closest symmetric distribution or density function
• Nonparametric estimates of standard error: The jackknife, the bootstrap and other methods
• On Estimation of a Probability Density Function and Mode
• On Testing the Symmetry of Distributions
• On estimating a symmetric distribution
• Testing Symmetry
• Tests for symmetry about an unknown value based on the empirical distribution function

Cited in

(25)

• Bootstrap tests for robust means of asymmetric distributions with unequal shapes.
• Bootstrapping the mean of a symmetric population
• Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
• A note on testing symmetry of the error distribution in linear regression models
• A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
• A bootstrap test for symmetry based on cumulative entropy
• A NONPARAMETRIC TEST OF SYMMETRY VERSUS ASYMMETRY FOR RANKED-SET SAMPLES
• Empirical likelihood test for diagonal symmetry
• Bootstrap-assisted tests of symmetry for dependent data
• SOME RESAMPLING PROCEDURES UNDER SYMMETRY
• A data-driven smooth test of symmetry
• Permutation tests for reflected symmetry
• A Bootstrap Test for Symmetry based on Quantiles
• Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient
• Testing circular symmetry
• Semiparametric two-component mixture model with a known component: an asymptotically normal estimator
• Breakdown point of Schuster-Narvarte's location estimator
• A Monte Carlo evaluation of the performance of two new tests for symmetry
• Nonparametric tests for conditional symmetry
• A consistent bootstrap procedure for nonparametric symmetry tests
• Some count-based nonparametric tests for circular symmetry of a bivariate distribution
• Some bootstrap tests of symmetry for univariate continuous distributions
• Testing of spherical symmetry of a multivariate distribution.
• Testing symmetry about an unknown median, via linear rank procedures
• A bootstrap test for symmetry based on ranked set samples

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