Testing for central symmetry

John Einmahl, Zhuojiong Gan

Research output: Contribution to journalArticleScientificpeer-review

6 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 languageEnglish
Pages (from-to)27-33
Number of pages7
JournalJournal of Statistical Planning and Inference
Volume169
DOIs
Publication statusPublished - Feb 2016

Keywords

  • distribution-free
  • empirical process
  • Exchangeability
  • hypothesis test
  • symmetry

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