Using the bootstrap in testing symmetry versus asymmetry

DOI10.1080/03610918708812578MaRDI QIDQ3749941zbMATH OpenOpenAlexFDO

Authors Eugene F. Schuster, Richard C. Barker

Publication date 1987

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918708812578

zbMATH Keywords

Butler sup norm testCauchycenter of symmetrychi-squaredouble exponentialempirical distributionexponentiallognormalnormal distributionSchuster-Narvarte estimatorsymmetric bootstrap proceduretesting the hypothesis of symmetry

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• A Bootstrap Test for Symmetry based on Quantiles
• Bootstrap-assisted tests of symmetry for dependent data
• Some bootstrap tests of symmetry for univariate continuous distributions
• A consistent bootstrap procedure for nonparametric symmetry tests
• A bootstrap test for symmetry based on cumulative entropy
• A bootstrap test for symmetry based on ranked set samples
• A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
• Bootstrap tests for robust means of asymmetric distributions with unequal shapes.

Cites work

• A Cramer Von-Mises Type Statistic for Testing Symmetry
• A new nonparametric estimator of the center of a symmetric distribution
• A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
• A Test for Symmetry Using the Sample Distribution Function
• Bootstrap methods: another look at the jackknife
• Estimating the distribution function of a symmetric distribution
• Estimation of shift and center of symmetry based on Kolmogorov-Smirnov statistics
• Identifying the closest symmetric distribution or density function
• Nonparametric estimates of standard error: The jackknife, the bootstrap and other methods
• On estimating a symmetric distribution
• On Estimation of a Probability Density Function and Mode
• On Testing the Symmetry of Distributions
• Testing Symmetry
• Tests for symmetry about an unknown value based on the empirical distribution function

Cited in

(25)

• Some bootstrap tests of symmetry for univariate continuous distributions
• Bootstrapping the mean of a symmetric population
• Testing of spherical symmetry of a multivariate distribution.
• Permutation tests for reflected symmetry
• Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
• Breakdown point of Schuster-Narvarte's location estimator
• Bootstrap tests for robust means of asymmetric distributions with unequal shapes.
• A Monte Carlo evaluation of the performance of two new tests for symmetry
• Nonparametric tests for conditional symmetry
• Empirical likelihood test for diagonal symmetry
• Semiparametric two-component mixture model with a known component: an asymptotically normal estimator
• A data-driven smooth test of symmetry
• Testing symmetry about an unknown median, via linear rank procedures
• A NONPARAMETRIC TEST OF SYMMETRY VERSUS ASYMMETRY FOR RANKED-SET SAMPLES
• A bootstrap test for symmetry based on cumulative entropy
• A Bootstrap Test for Symmetry based on Quantiles
• Testing circular symmetry
• A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
• SOME RESAMPLING PROCEDURES UNDER SYMMETRY
• A consistent bootstrap procedure for nonparametric symmetry tests
• Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient
• Some count-based nonparametric tests for circular symmetry of a bivariate distribution
• Bootstrap-assisted tests of symmetry for dependent data
• A note on testing symmetry of the error distribution in linear regression models
• A bootstrap test for symmetry based on ranked set samples

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