Pages that link to "Item:Q4803404"
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The following pages link to A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic (Q4803404):
Displaying 11 items.
- Nonparametric tests for conditional symmetry in dynamic models (Q289176) (← links)
- A consistent bootstrap procedure for nonparametric symmetry tests (Q500595) (← links)
- Some bootstrap tests of symmetry for univariate continuous distributions (Q1178951) (← links)
- Nonparametric tests for conditional symmetry (Q1792455) (← links)
- A test of symmetry based on L-moments with an application to the business cycles of the G7 economies (Q2226924) (← links)
- Using the bootstrap in testing symmetry versus asymmetry (Q3749941) (← links)
- A Bootstrap Test for Symmetry based on Quantiles (Q4626843) (← links)
- Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
- A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)
- A note on testing symmetry of the error distribution in linear regression models (Q5712071) (← links)
- Using Triples to Assess Symmetry Under Weak Dependence (Q6620974) (← links)
