Identifying the closest symmetric distribution or density function
This paper addresses the problem of estimating the ``closest symmetric distribution or density function to the underlying distribution or density of a data sample, where closeness is measured by any of several (weighted) norms. The main results of the paper say that the ``closest symmetric distribution to the empirical distribution \(F_ n\) in various norms is of the form \[ \{F_ n(x)+1-F_ n((2\theta_ n-x)-)\}/2 \] for a suitable estimator \(\theta_ n\) of the ``best location of symmetry. In the special cases of unweighted sup-norm and integrated square error norm, the explicit forms of the estimators \(\theta_ n\) are given. Analogous results are presented for closest symmetric densities.
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- A regression approach for estimating the center of symmetry
- Methods for symmetrizing random variables
- Testing symmetry about an unknown median, via linear rank procedures
- Using the bootstrap in testing symmetry versus asymmetry
- scientific article; zbMATH DE number 202502 (Why is no real title available?)
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