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.
|Place of Publication||Tilburg|
|Number of pages||19|
|Publication status||Published - 2010|
|Name||CentER Discussion Paper|
- Asymptotic distribution
- empirical like- lihood
- hypothesis test
- spherical symmetry.