Using the bootstrap in testing symmetry versus asymmetry

DOI10.1080/03610918708812578zbMath0609.62067OpenAlexW1990451834MaRDI QIDQ3749941

Richard C. Barker, Eugene F. Schuster

Publication date: 1987

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918708812578

zbMATH Keywords

normal distributionexponentialempirical distributionchi-squareCauchylognormalcenter of symmetrydouble exponentialButler sup norm testSchuster-Narvarte estimatorsymmetric bootstrap proceduretesting the hypothesis of symmetry

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (18)

A NONPARAMETRIC TEST OF SYMMETRY VERSUS ASYMMETRY FOR RANKED-SET SAMPLES ⋮ A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic ⋮ Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient ⋮ Some count-based nonparametric tests for circular symmetry of a bivariate distribution ⋮ Bootstrap-assisted tests of symmetry for dependent data ⋮ A Monte Carlo evaluation of the performance of two new tests for symmetry ⋮ A bootstrap test for symmetry based on ranked set samples ⋮ Semiparametric two-component mixture model with a known component: an asymptotically normal estimator ⋮ Invariant tests for symmetry about an unspecified point based on the empirical characteristic function. ⋮ A note on testing symmetry of the error distribution in linear regression models ⋮ Nonparametric tests for conditional symmetry ⋮ Empirical likelihood test for diagonal symmetry ⋮ A data-driven smooth test of symmetry ⋮ Testing circular symmetry ⋮ Testing of spherical symmetry of a multivariate distribution. ⋮ Permutation tests for reflected symmetry ⋮ Breakdown point of Schuster-Narvarte's location estimator ⋮ Testing symmetry about an unknown median, via linear rank procedures

Cites Work

• Identifying the closest symmetric distribution or density function
• Estimation of shift and center of symmetry based on Kolmogorov-Smirnov statistics
• Bootstrap methods: another look at the jackknife
• A new nonparametric estimator of the center of a symmetric distribution
• Tests for symmetry about an unknown value based on the empirical distribution function
• Nonparametric estimates of standard error: The jackknife, the bootstrap and other methods
• A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
• Testing Symmetry
• Estimating the distribution function of a symmetric distribution
• On estimating a symmetric distribution
• A Cramer Von-Mises Type Statistic for Testing Symmetry
• A Test for Symmetry Using the Sample Distribution Function
• On Testing the Symmetry of Distributions
• On Estimation of a Probability Density Function and Mode

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