Pages that link to "Item:Q1019981"
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The following pages link to A bootstrap approach to test the conditional symmetry in time series models (Q1019981):
Displaying 11 items.
- Nonparametric tests for conditional symmetry in dynamic models (Q289176) (← links)
- Testing conditional asymmetry: a residual-based approach (Q310968) (← links)
- 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)
- A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models (Q710856) (← links)
- Unbiased estimates for moments and cumulants in linear regression (Q719484) (← links)
- Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data (Q1621305) (← links)
- Testing for symmetry and conditional symmetry using asymmetric kernels (Q2355168) (← links)
- Bootstrap entropy test for general location-scale time series models with heteroscedasticity (Q4960705) (← links)
- Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
- Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965559) (← links)
