Bootstrap-assisted tests of symmetry for dependent data
From MaRDI portal
Publication:5107386
DOI10.1080/00949655.2019.1575384OpenAlexW2911163754MaRDI QIDQ5107386
Marián Vávra, Zacharias Psaradakis
Publication date: 27 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://eprints.bbk.ac.uk/id/eprint/25997/1/asymmetry.pdf
Related Items (3)
Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting ⋮ A test of symmetry based on L-moments with an application to the business cycles of the G7 economies ⋮ Robust detection of abnormality in highly corrupted medical images
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- A versatile and robust metric entropy test of time-reversibility, and other hypotheses
- Nonparametric tests for conditional symmetry in dynamic models
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
- A general measure of skewness
- A consistent bootstrap procedure for nonparametric symmetry tests
- On the range of validity of the autoregressive sieve bootstrap
- An asymptotically distribution-free test of symmetry
- A note on the stationary bootstrap's variance
- A bootstrap approach to test the conditional symmetry in time series models
- Finite sample properties and asymptotic efficiency of Monte Carlo tests
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- On the number of bootstrap simulations required to construct a confidence interval
- Some bootstrap tests of symmetry for univariate continuous distributions
- Sieve bootstrap for time series
- Closure of linear processes
- Resampling methods for dependent data
- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
- A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median
- Consistency of the stationary bootstrap under weak moment conditions
- A simple test for multivariate conditional symmetry
- Testing time reversibility without moment restrictions
- Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
- Bias of some commonly-used time series estimates
- Robust Testing for Skewness
- Assessing Time-Reversibility Under Minimal Assumptions
- A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
- Using the bootstrap in testing symmetry versus asymmetry
- On goodness-of-fit tests for weakly dependent processes using kernel method
- An Asymptotically Distribution-Free Test for Symmetry Versus Asymmetry
- A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
- Testing Symmetry
- Tests for symmetry
- Robust Univariate Test of Symmetry
- U-statistics for skewness or symmetry
- The Stationary Bootstrap
- Testing symmetry of an unknown density function by kernel method
- BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS
- Two modified Wilcoxon tests for symmetry about an unknown location parameter
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
- A Consistent Nonparametric Test of Symmetry in Linear Regression Models
- Distribution-free test for symmetry based on Bonferroni's measure
- A Quantile‐based Test for Symmetry of Weakly Dependent Processes
- Testing Statistical Hypotheses
- An Asymptotically Nonparametric Test of Symmetry
- On the Sign Test for Symmetry
- A simple test of symmetry about an unknown median
- A consistent test for conditional symmetry in time series models
This page was built for publication: Bootstrap-assisted tests of symmetry for dependent data
