Pages that link to "Item:Q5256821"
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The following pages link to A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821):
Displaying 6 items.
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression (Q1126090) (← links)
- An intuitive skewness-based symmetry test applicable to stationary time series data (Q2697055) (← 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)
- Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
- Using Triples to Assess Symmetry Under Weak Dependence (Q6620974) (← links)