Tests of symmetry based on the bootstrap estimation of the asymptotic variance of a skewness coefficient
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3833083 (Why is no real title available?)
- scientific article; zbMATH DE number 5299676 (Why is no real title available?)
- scientific article; zbMATH DE number 3204183 (Why is no real title available?)
- A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
- A Test for Normality of Observations and Regression Residuals
- A Test for Symmetry Using the Sample Distribution Function
- A comparison of some new measures of skewness
- A distribution-free m-out-of-n bootstrap approach to testing symmetry about an unknown median
- A robust modification of the Jarque-Bera test of normality
- A simple test of symmetry about an unknown median
- An Asymptotically Distribution-Free Test for Symmetry Versus Asymmetry
- An Asymptotically Nonparametric Test of Symmetry
- An adjusted boxplot for skewed distributions
- An approximate method for generating asymmetric random variables
- Bootstrapping the mean of a symmetric population
- Characterizing systems of distributions by quantile measures
- Distribution-free test for symmetry based on Bonferroni's measure
- Extropy of order statistics applied to testing symmetry
- Incomplete generalized L-statistics
- On power transformations to symmetry
- Robust Estimation of a Location Parameter
- SKEWNESS FOR THE WEIBULL FAMILY
- THE PROBABLE ERROR OF A MEAN
- Testing Symmetry
- Testing symmetry based on the extropy of record values
- Tests for Symmetry Based on the One-Sample Wilcoxon Signed Rank Statistic
- The Future of Data Analysis
This page was built for publication: Tests of symmetry based on the bootstrap estimation of the asymptotic variance of a skewness coefficient
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6497930)
