A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic

DOI10.1081/SAC-120013116zbMath1100.62521OpenAlexW2008007055MaRDI QIDQ4803404

Zacharias Psaradakis

Publication date: 2 April 2003

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

Full work available at URL: https://doi.org/10.1081/sac-120013116

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

Nonparametric tests for conditional symmetry in dynamic models ⋮ Bootstrap-assisted tests of symmetry for dependent data ⋮ A test of symmetry based on L-moments with an application to the business cycles of the G7 economies ⋮ A note on testing symmetry of the error distribution in linear regression models ⋮ Nonparametric tests for conditional symmetry ⋮ A Quantile‐based Test for Symmetry of Weakly Dependent Processes

Cites Work

• Unnamed Item
• Unnamed Item
• Sieve bootstrap for smoothing in nonstationary time series
• On the number of bootstrap simulations required to construct a confidence interval
• Identifying the closest symmetric distribution or density function
• Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
• Asymptotic distribution of a Cramer-von Mises type statistic for testing symmetry when the center is estimated
• Some bootstrap tests of symmetry for univariate continuous distributions
• Estimation of shift and center of symmetry based on Kolmogorov-Smirnov statistics
• A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
• Sieve bootstrap for time series
• Closure of linear processes
• Breakdown point of Schuster-Narvarte's location estimator
• Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
• On the smoothed bootstrap
• A new nonparametric estimator of the center of a symmetric distribution
• Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors
• Tests for symmetry about an unknown value based on the empirical distribution function
• On optimal data-based bandwidth selection in kernel density estimation
• Calibrating Confidence Coefficients
• Using the bootstrap in testing symmetry versus asymmetry
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
• ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
• A Sieve Bootstrap For The Test Of A Unit Root
• Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
• On bootstrap inference in cointegrating regressions
• Forecasting time series with sieve bootstrap

This page was built for publication: A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic