Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5058534 | Economics Letters | 2015 | 5 Pages |
Abstract
â¢Symmetry important economically and statistically.â¢Propose bootstrap procedure for nonparametric test of symmetry.â¢Demonstrate consistency of bootstrap procedure.â¢Testing approach displays impressive performance.â¢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.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Daniel J. Henderson, Christopher F. Parmeter,