A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models
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Cites work
- scientific article; zbMATH DE number 4062265 (Why is no real title available?)
- scientific article; zbMATH DE number 1917621 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A bootstrap approach to test the conditional symmetry in time series models
- A consistent test for conditional symmetry in time series models
- A note on testing symmetry of the error distribution in linear regression models
- Adaptive estimation of regression models via moment restrictions
- Asymptotically efficient adaptive rank estimates in location models
- Checking nonlinear heteroscedastic time series models
- Computation of Distribution Functions of Quadratic Forms of Normally Distributed Random Variables
- Computing the distribution of quadratic forms in normal variables
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
- Estimation in a class of nonlinear heteroscedastic time series models
- Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes
- Moment bounds for stationary mixing sequences
- Nonparametric tests for conditional symmetry in dynamic models
- On adaptive estimation
- On adaptive estimation in stationary ARMA processes
- On goodness-of-fit tests for weakly dependent processes using kernel method
- Semiparametric efficiency bounds in dynamic non‐linear systems under elliptical symmetry
- Some bootstrap tests of symmetry for univariate continuous distributions
- Specification tests for the error distribution in GARCH models
- Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
- Testing for symmetric error distribution in nonparametric regression models
- Testing symmetry in nonparametric regression models
- Tests for the error distribution in nonparametric possibly heteroscedastic regression models
Cited in
(10)- Testing symmetry of model errors for non linear multiplicative distortion measurement error models
- Testing symmetry based on empirical likelihood
- Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions
- A Monte Carlo evaluation of the performance of two new tests for symmetry
- Testing for serial independence in vector autoregressive models
- On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization
- A nonparametric model check for time series when the random vectors are nonstationary and absolutely regular
- Testing nonstationary and absolutely regular nonlinear time series models
- A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models
- Fourier inference for stochastic volatility models with heavy-tailed innovations
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