Multivariate symmetry models
The authors develop methods of inference for multivariate symmetry models, which means \(P(A) = P(\gamma A)\) for all Borel sets \(A\) and \(\gamma\in \Gamma_0\), a compact subgroup of the group \(\Gamma\) of orthogonal transformations on \(R^d\). Methods of inference are based on the notion of ``probabilities over half spaces, defined by \(\{x\in R^d: s'x\leq t\}\). where \(s'x\) denotes the inner product. Several notions of ``symmetric distributions on \(R^d\), \(d\geq 2\), are developed in terms of orthogonal subgroups and half spaces. A goodness of fit test is presented after preparatory sections on symmetrization of measures, efficiency, symmetric shift models and identifiability. The proposal requires definition and discussion of stochastic norm, stochastic search, and of computable, and asymptotically valid, critical values, obtained by bootstrap methods. Then \(n^{1/2}\) consistency is proved (Theorem 1), and the asymptotic form of the test is given (Theorem 2). For the entire collection see [Zbl 0861.00032].
- Symmetric measures via moments
- Projection-based depth functions and associated medians
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- Symmetry and lattice conditional independence in a multivariate normal distribution
- General notions of statistical depth function.
- Modeling through group invariance: an interesting example with potential applications.
- Testing symmetry around a subspace
- Properties of the Székely-Móri symmetry criterion statistics in the case of binary vectors
- A general setting for symmetric distributions and their relationship to general distributions
- Verification of homogeneity and symmetry conjectures of distributions for multivariate data.
- scientific article; zbMATH DE number 3965202 (Why is no real title available?)
- scientific article; zbMATH DE number 4068097 (Why is no real title available?)
- Testing for symmetries in multivariate inverse problems
- Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution
- Transformed symmetric models
- A depth test for symmetry
- Statistical inference under symmetry
- On the information matrix for symmetric distributions on the hypersphere
- Model selection in the space of Gaussian models invariant by symmetry
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