A consistent bootstrap procedure for nonparametric symmetry tests
From MaRDI portal
Publication:500595
DOI10.1016/j.econlet.2015.03.038zbMath1321.62039OpenAlexW1988875255MaRDI QIDQ500595
Daniel J. Henderson, Christopher F. Parmeter
Publication date: 5 October 2015
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2015.03.038
Applications of statistics to economics (62P20) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)
Related Items (6)
A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median ⋮ Testing for central symmetry and inference of the unknown center ⋮ Bootstrap-assisted tests of symmetry for dependent data ⋮ Test for diagonal symmetry in high dimension ⋮ Testing for central symmetry and symmetry about an axis ⋮ Pairwise distance-based tests for conditional symmetry
Cites Work
- Unnamed Item
- Unnamed Item
- Semiparametric and nonparametric estimation of sample selection models under symmetry
- Estimating a stochastic production frontier when the adjusted error is symmetric
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- A bootstrap approach to test the conditional symmetry in time series models
- On adaptive estimation
- A stationary point for the stochastic frontier likelihood
- A simple consistent bootstrap test for a parametric regression function
- A simple test for multivariate conditional symmetry
- A Brief Survey of Bandwidth Selection for Density Estimation
- Inferences from Cross-Sectional, Stochastic Frontier Models
- A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
- Testing symmetry of an unknown density function by kernel method
- Nonparametric testing of closeness between two unknown distribution functions
- Conditional Minimum Volume Predictive Regions for Stochastic Processes
- A Consistent Nonparametric Test of Symmetry in Linear Regression Models
- Applied Nonparametric Econometrics
- A non-parametric test of the symmetry of PSID wage--change distributions
This page was built for publication: A consistent bootstrap procedure for nonparametric symmetry tests