Testing symmetry based on empirical likelihood
From MaRDI portal
Publication:5036342
DOI10.1080/02664763.2017.1421917OpenAlexW2782572043MaRDI QIDQ5036342
No author found.
Publication date: 23 February 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2017.1421917
Related Items
The doubling time analysis for modified infectious disease Richards model with applications to COVID-19 pandemic ⋮ Testing symmetry of model errors for nonparametric regression models by using correlation coefficient1 ⋮ Correlation coefficient-based measure for checking symmetry or asymmetry of a continuous variable with additive distortion ⋮ Detection the symmetry or asymmetry of model errors in partial linear models ⋮ Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient ⋮ Logarithmic calibration for multiplicative distortion measurement errors regression models ⋮ Estimation of correlation coefficient with general distortion measurement errors ⋮ A note on a measure of asymmetry ⋮ Detection of the symmetry of model errors for partial linear single-index models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A measure of asymmetry
- A measure of asymmetry based on a new necessary and sufficient condition for symmetry
- Empirical likelihood inference for general transformation models with right censored data
- A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models
- Empirical likelihood confidence intervals for nonparametric functional data analysis
- Empirical likelihood inference for partially linear panel data models with fixed effects
- Measuring asymmetry and testing symmetry
- Empirical likelihood for the class of single index hazard regression models
- Relative entropy measures of asymmetry with applications
- Empirical likelihood for linear models
- A Monte Carlo evaluation of the performance of two new tests for symmetry
- Empirical likelihood for partially linear proportional hazards models with growing dimensions
- Covariate-adjusted nonlinear regression
- Testing for Symmetry
- An Asymptotically Distribution-Free Test for Symmetry Versus Asymmetry
- Testing Symmetry
- U-statistics for skewness or symmetry
- Testing symmetry of an unknown density function by kernel method
- Generalized Partially Linear Single-Index Models
- A Cramer Von-Mises Type Statistic for Testing Symmetry
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- A Consistent Nonparametric Test of Symmetry in Linear Regression Models
- Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
- Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
- An Asymptotically Nonparametric Test of Symmetry
- A Test for Symmetry Using the Sample Distribution Function
- On the Sign Test for Symmetry
- Linearized Rank Estimates and Signed-Rank Estimates for the General Linear Hypothesis
- An Analogue, for Signed Rank Statistics, of Jureckova's Asymptotic Linearity Theorem for Rank Statistics
- On Testing the Symmetry of Distributions
- A note on testing symmetry of the error distribution in linear regression models
