A consistent bootstrap procedure for nonparametric symmetry tests
DOI10.1016/J.ECONLET.2015.03.038zbMATH Open1321.62039OpenAlexW1988875255MaRDI QIDQ500595FDOQ500595
Authors: 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
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Density estimation (62G07) Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09)
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- Semiparametric and nonparametric estimation of sample selection models under symmetry
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Cited In (15)
- A bootstrap approach to test the conditional symmetry in time series models
- Testing for central symmetry and inference of the unknown center
- Some bootstrap tests of symmetry for univariate continuous distributions
- A broad symmetry criterion for nonparametric validity of parametrically based tests in randomized trials
- On consistent nonparametric statistical tests of symmetry hypotheses
- Test for diagonal symmetry in high dimension
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
- Using the bootstrap in testing symmetry versus asymmetry
- SOME RESAMPLING PROCEDURES UNDER SYMMETRY
- A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median
- Pairwise distance-based tests for conditional symmetry
- A bootstrap test for symmetry based on cumulative entropy
- A Bootstrap Test for Symmetry based on Quantiles
- Bootstrap-assisted tests of symmetry for dependent data
- Testing for central symmetry and symmetry about an axis
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