Tests of symmetry based on the bootstrap estimation of the asymptotic variance of a skewness coefficient

DOI10.1016/J.INS.2023.119378MaRDI QIDQ6497930

Marina Iturrate-Bobes, Raúl Pérez-Fernández

Publication date: 6 May 2024

Published in: Information Sciences (Search for Journal in Brave)

zbMATH Keywords

bootstrap estimationsymmetry testskewness coefficient

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An adjusted boxplot for skewed distributions
• Bootstrapping the mean of a symmetric population
• Incomplete generalized \(L\)-statistics
• A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median
• A robust modification of the Jarque-Bera test of normality
• The Future of Data Analysis
• SKEWNESS FOR THE WEIBULL FAMILY
• An Asymptotically Distribution-Free Test for Symmetry Versus Asymmetry
• A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
• Testing Symmetry
• On power transformations to symmetry
• Characterizing systems of distributions by quantile measures
• A Test for Normality of Observations and Regression Residuals
• Distribution-free test for symmetry based on Bonferroni's measure
• THE PROBABLE ERROR OF A MEAN
• Testing symmetry based on the extropy of record values
• An approximate method for generating asymmetric random variables
• Robust Estimation of a Location Parameter
• An Asymptotically Nonparametric Test of Symmetry
• A Test for Symmetry Using the Sample Distribution Function
• A simple test of symmetry about an unknown median
• Tests for Symmetry Based on the One-Sample Wilcoxon Signed Rank Statistic
• Extropy of order statistics applied to testing symmetry

This page was built for publication: Tests of symmetry based on the bootstrap estimation of the asymptotic variance of a skewness coefficient