Pages that link to "Item:Q1178951"
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The following pages link to Some bootstrap tests of symmetry for univariate continuous distributions (Q1178951):
Displaying 18 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)
- Bootstrapping the mean of a symmetric population (Q1210283) (← links)
- Testing of spherical symmetry of a multivariate distribution. (Q1264522) (← links)
- \(M\)-estimation, convexity and quantiles (Q1359408) (← links)
- Breakdown point of Schuster-Narvarte's location estimator (Q1573126) (← links)
- Efficient nonparametric estimation of a distribution function. (Q1608626) (← links)
- Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data (Q1621305) (← links)
- Pairwise distance-based tests for conditional symmetry (Q1796941) (← links)
- Semiparametric two-component mixture model with a known component: an asymptotically normal estimator (Q2437883) (← links)
- A data-driven smooth test of symmetry (Q2516319) (← links)
- Tests of symmetry based on transformed empirical processes (Q2714933) (← links)
- Tests for symmetry about an unknown value based on the empirical distribution function (Q3324820) (← links)
- Using the bootstrap in testing symmetry versus asymmetry (Q3749941) (← links)
- A Bootstrap Test for Symmetry based on Quantiles (Q4626843) (← links)
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic (Q4803404) (← links)
- Some count-based nonparametric tests for circular symmetry of a bivariate distribution (Q5086197) (← links)
- Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
