Pages that link to "Item:Q1019981"

The following pages link to A bootstrap approach to test the conditional symmetry in time series models (Q1019981):

Displaying 5 items.

• A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
• A consistent bootstrap procedure for nonparametric symmetry tests (Q500595) (← links)
• A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models (Q710856) (← links)
• Unbiased estimates for moments and cumulants in linear regression (Q719484) (← links)
• Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data (Q1621305) (← links)