A consistent bootstrap procedure for nonparametric symmetry tests

- Symmetry important economically and statistically.
- Propose bootstrap procedure for nonparametric test of symmetry.
- Demonstrate consistency of bootstrap procedure.
- Testing approach displays impressive performance.
- Empirical examples highlight the appeal of this test in practice.

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.