Testing for Bivariate Spherical Symmetry

J.H.J. Einmahl, M. Gantner

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Abstract

An omnibus test for spherical symmetry in R2 is proposed, employing localized empirical likelihood. The thus obtained test statistic is distri- bution-free under the null hypothesis. The asymptotic null distribution is established and critical values for typical sample sizes, as well as the asymptotic ones, are presented. In a simulation study, the good perfor- mance of the test is demonstrated. Furthermore, a real data example is presented.
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages19
Volume2010-71
Publication statusPublished - 2010

Publication series

NameCentER Discussion Paper
Volume2010-71

Keywords

  • Asymptotic distribution
  • distribution-free
  • empirical like- lihood
  • hypothesis test
  • spherical symmetry.

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    Einmahl, J. H. J., & Gantner, M. (2010). Testing for Bivariate Spherical Symmetry. (CentER Discussion Paper; Vol. 2010-71). Econometrics.