Testing for symmetry in multivariate distributions

DOI10.1016/j.stamet.2008.09.003zbMath1463.62171OpenAlexW2069850869MaRDI QIDQ537356

Joseph Ngatchou-Wandji

Publication date: 20 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2008.09.003

zbMATH Keywords

weak convergenceempirical characteristic functioncontiguitytesting hypothesisreflected symmetry

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Order statistics; empirical distribution functions (62G30)

Related Items (15)

On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations ⋮ Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function ⋮ Testing for central symmetry and inference of the unknown center ⋮ Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models ⋮ The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications ⋮ More good news on the HKM test for multivariate reflected symmetry about an unknown centre ⋮ The probability weighted characteristic function and goodness-of-fit testing ⋮ Nonparametric probability weighted empirical characteristic function and applications ⋮ A Monte Carlo evaluation of the performance of two new tests for symmetry ⋮ A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection ⋮ Measures of radial asymmetry for bivariate random vectors ⋮ On tests of radial symmetry for bivariate copulas ⋮ On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence ⋮ On the construction of radially symmetric copulas in higher dimensions ⋮ Inferential procedures based on the integrated empirical characteristic function

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