A consistent bootstrap procedure for nonparametric symmetry tests

Daniel J. Henderson, Christopher F. Parmeter

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

This paper proposes a bootstrap algorithm for testing symmetry of a univariate density. Validity of the bootstrap procedure is shown theoretically as well as via simulations. Three empirical examples demonstrate the versatility of the test in practice.

Original languageEnglish (US)
Pages (from-to)78-82
Number of pages5
JournalEconomics Letters
Volume131
DOIs
StatePublished - Jun 1 2015

Keywords

  • Bandwidth
  • Kernel
  • Symmetry
  • U-statistic

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

Fingerprint Dive into the research topics of 'A consistent bootstrap procedure for nonparametric symmetry tests'. Together they form a unique fingerprint.

Cite this