A bootstrap test for symmetry of dependent data based on a Kolmogorov-Smirnov type statistic

Communications in Statistics Part B: Simulation and Computation

Volumn 32, Issue 1, 2003, Pages 113-126

  Psaradakis, Zacharias ^a  

^a UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Autoregressive approximation; Empirical distribution function; Schuster Narvarte estimator; Sieve bootstrap; Stationary process

Indexed keywords

EID: 0037311243     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAC-120013116     Document Type: Article

References (35)