Testing for central symmetry

John H.J. Einmahl; Zhuojiong Gan

doi:10.1016/j.jspi.2015.07.006

Testing for central symmetry

John H.J. Einmahl, Zhuojiong Gan^*

^*Corresponding author for this work

Tilburg University

Research output: Contribution to journal › Article › peer-review

11 Citations (Scopus)

Abstract

Omnibus tests for central symmetry of a bivariate probability distribution are proposed. The test statistics compare empirical measures of opposite regions. Under rather weak conditions, we establish the asymptotic distribution of the test statistics under the null hypothesis; it follows that they are asymptotically distribution-free. After a simple transformation of the data, tests for central symmetry can also be employed for testing exchangeability. In a simulation study the good finite sample performance of the test procedures is shown.

Original language	English
Pages (from-to)	27-33
Number of pages	7
Journal	Journal of Statistical Planning and Inference
Volume	169
DOIs	https://doi.org/10.1016/j.jspi.2015.07.006
Publication status	Published - 2016
Externally published	Yes

Keywords

Distribution-free
Empirical process
Exchangeability
Hypothesis test
Symmetry

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10.1016/j.jspi.2015.07.006

Cite this

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abstract = "Omnibus tests for central symmetry of a bivariate probability distribution are proposed. The test statistics compare empirical measures of opposite regions. Under rather weak conditions, we establish the asymptotic distribution of the test statistics under the null hypothesis; it follows that they are asymptotically distribution-free. After a simple transformation of the data, tests for central symmetry can also be employed for testing exchangeability. In a simulation study the good finite sample performance of the test procedures is shown.",

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AU - Gan, Zhuojiong

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AB - Omnibus tests for central symmetry of a bivariate probability distribution are proposed. The test statistics compare empirical measures of opposite regions. Under rather weak conditions, we establish the asymptotic distribution of the test statistics under the null hypothesis; it follows that they are asymptotically distribution-free. After a simple transformation of the data, tests for central symmetry can also be employed for testing exchangeability. In a simulation study the good finite sample performance of the test procedures is shown.

KW - Distribution-free

KW - Empirical process

KW - Exchangeability

KW - Hypothesis test

KW - Symmetry

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VL - 169

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EP - 33

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

ER -

Testing for central symmetry

Abstract

Keywords

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