Some bootstrap tests of symmetry for univariate continuous distributions

DOI10.1214/aos/1176348258zbMath0741.62042OpenAlexW2047075362MaRDI QIDQ1178951

Miguel A. Arcones, Evarist Giné M.

Publication date: 26 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348258

zbMATH Keywords

resamplingcentral limit theoremKolmogorov distanceempirical cumulative distributionconsistency propertiesbootstrap of location parametersbootstrap tests of symmetrysymmetrically bootstrapped statisticunivariant continuous distributions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)

Related Items (12)

A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic ⋮ \(M\)-estimation, convexity and quantiles ⋮ Some count-based nonparametric tests for circular symmetry of a bivariate distribution ⋮ A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models ⋮ Bootstrap-assisted tests of symmetry for dependent data ⋮ Semiparametric two-component mixture model with a known component: an asymptotically normal estimator ⋮ Bootstrapping the mean of a symmetric population ⋮ Pairwise distance-based tests for conditional symmetry ⋮ A data-driven smooth test of symmetry ⋮ Testing of spherical symmetry of a multivariate distribution. ⋮ Breakdown point of Schuster-Narvarte's location estimator ⋮ Efficient nonparametric estimation of a distribution function.

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