A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
Author:
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1081/SAC-120013116
Reference35 articles.
1. Asymptotic distribution of a Cramér-von mises type statistic for testing symmetry when the center is estimated
2. Forecasting time series with sieve bootstrap
3. Some Bootstrap Tests of Symmetry for Univariate Continuous Distributions
4. Sieve Bootstrap for Time Series
5. Sieve bootstrap for smoothing in nonstationary time series
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1. Using Triples to Assess Symmetry Under Weak Dependence;Journal of Business & Economic Statistics;2021-07-26
2. A test of symmetry based on L-moments with an application to the business cycles of the G7 economies;Economics Letters;2021-01
3. Bootstrap-assisted tests of symmetry for dependent data;Journal of Statistical Computation and Simulation;2019-01-31
4. Nonparametric tests for conditional symmetry;Journal of Econometrics;2018-10
5. Using the Bootstrap to Test for Symmetry Under Unknown Dependence;Journal of Business & Economic Statistics;2016-07-02
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