Using the bootstrap in testing symmetry versus asymmetry
DOI10.1080/03610918708812578zbMATH Open0609.62067OpenAlexW1990451834MaRDI QIDQ3749941FDOQ3749941
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
Recommendations
- A Bootstrap Test for Symmetry based on Quantiles
- Bootstrap-assisted tests of symmetry for dependent data
- Some bootstrap tests of symmetry for univariate continuous distributions
- A consistent bootstrap procedure for nonparametric symmetry tests
- A bootstrap test for symmetry based on cumulative entropy
- 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.
normal distributionempirical distributionCauchychi-squareexponentiallognormalcenter of symmetrydouble exponentialButler sup norm testSchuster-Narvarte estimatorsymmetric bootstrap proceduretesting the hypothesis of symmetry
Nonparametric hypothesis testing (62G10) Probabilistic methods, stochastic differential equations (65C99)
Cites Work
- Bootstrap methods: another look at the jackknife
- On Estimation of a Probability Density Function and Mode
- A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
- A Cramer Von-Mises Type Statistic for Testing Symmetry
- A Test for Symmetry Using the Sample Distribution Function
- Testing Symmetry
- On Testing the Symmetry of Distributions
- Nonparametric estimates of standard error: The jackknife, the bootstrap and other methods
- Estimation of shift and center of symmetry based on Kolmogorov-Smirnov statistics
- A new nonparametric estimator of the center of a symmetric distribution
- Estimating the distribution function of a symmetric distribution
- On estimating a symmetric distribution
- Identifying the closest symmetric distribution or density function
- Tests for symmetry about an unknown value based on the empirical distribution function
Cited In (25)
- Some bootstrap tests of symmetry for univariate continuous distributions
- 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
- Empirical likelihood test for diagonal symmetry
- SOME RESAMPLING PROCEDURES UNDER SYMMETRY
- A Monte Carlo evaluation of the performance of two new tests for symmetry
- Some count-based nonparametric tests for circular symmetry of a bivariate distribution
- Nonparametric tests for conditional symmetry
- A NONPARAMETRIC TEST OF SYMMETRY VERSUS ASYMMETRY FOR RANKED-SET SAMPLES
- A data-driven smooth test of symmetry
- Testing symmetry about an unknown median, via linear rank procedures
- Bootstrap tests for robust means of asymmetric distributions with unequal shapes.
- Permutation tests for reflected symmetry
- Semiparametric two-component mixture model with a known component: an asymptotically normal estimator
- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
- Testing circular symmetry
- A bootstrap test for symmetry based on cumulative entropy
- A consistent bootstrap procedure for nonparametric symmetry tests
- A Bootstrap Test for Symmetry based on Quantiles
- Bootstrapping the mean of a symmetric population
- Breakdown point of Schuster-Narvarte's location estimator
- Bootstrap-assisted tests of symmetry for dependent data
- A note on testing symmetry of the error distribution in linear regression models
- Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient
- Testing of spherical symmetry of a multivariate distribution.
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