Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.

DOI10.1016/S0047-259X(03)00044-7MaRDI QIDQ1426348zbMATH OpenOpenAlexWikidataFDO

Authors Norbert Henze, Bernhard Klar, Simos G. Meintanis

Publication date 14 March 2004

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0047-259x(03)00044-7

zbMATH Keywords

Empirical characteristic functionAffine invarianceMardia's measure of multivariate skewnessPermutational limit theoremTest for symmetrySkewness in the sense of Móri, Rohatgi and Székely

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)

Recommendations

• Testing for symmetry in multivariate distributions
• Testing multivariate symmetry
• A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry
• Testing for Symmetry
• Testing for central symmetry and inference of the unknown center

Cites work

• scientific article; zbMATH DE number 3969891 (Why is no real title available?)
• scientific article; zbMATH DE number 47315 (Why is no real title available?)
• scientific article; zbMATH DE number 47356 (Why is no real title available?)
• scientific article; zbMATH DE number 1195620 (Why is no real title available?)
• scientific article; zbMATH DE number 1304685 (Why is no real title available?)
• scientific article; zbMATH DE number 512575 (Why is no real title available?)
• scientific article; zbMATH DE number 1031968 (Why is no real title available?)
• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
• A new approach to the BHEP tests for multivariate normality
• A note on testing symmetry with estimated parameters
• Applications of empirical characteristic functions in some multivariate problems
• Asymptotic distribution of a Cramer-von Mises type statistic for testing symmetry when the center is estimated
• Central limit theorems revisited
• Extreme smoothing and testing for multivariate normality
• Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely
• Measures of multivariate skewness and kurtosis with applications
• On the Limit Behaviour of Extreme Order Statistics
• Permutation tests for reflected symmetry
• Plots and tests for symmetry
• Robust tests for spherical symmetry
• Robust tests for spherical symmetry and their application to least squares regression
• Some results concerning symmetric distributions
• Testing Symmetry
• Testing for Symmetry
• Testing for spherical symmetry of a multivariate distribution
• Testing multivariate symmetry
• Testing of spherical symmetry of a multivariate distribution.
• The empirical characteristic function and its applications
• The non-singularity of generalized sample covariance matrices
• Two modified Wilcoxon tests for symmetry about an unknown location parameter
• Using the bootstrap in testing symmetry versus asymmetry

Cited in

(45)

• The probability weighted characteristic function and goodness-of-fit testing
• Characteristic function-based hypothesis tests under weak dependence
• Testing for central symmetry and symmetry about an axis
• Testing for symmetry in multivariate distributions
• Testing for central symmetry and inference of the unknown center
• Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting
• Inferential procedures based on the integrated empirical characteristic function
• Tests for symmetric error distribution in linear and nonparametric regression models
• Goodness-of-fit tests based on empirical characteristic functions
• The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
• Depth-based runs tests for bivariate central symmetry
• Goodness-of-fit tests based on correcting moments of entropy estimators
• Test for diagonal symmetry in high dimension
• Tests for the multivariatek-sample problem based on the empirical characteristic function
• Empirical likelihood test for diagonal symmetry
• Specification tests for the error distribution in GARCH models
• Testing exponentiality based on characterizations of the exponential distribution
• A Monte Carlo evaluation of the performance of two new tests for symmetry
• On the empirical characteristic function process of the residuals in GARCH models and applications
• Fourier methods for testing multivariate independence
• Two-sample tests based on empirical Hankel transforms
• On Robust and Efficient Estimation of the Center of Symmetry
• Nonparametric tests for conditional symmetry
• Tests for symmetry based on the integrated empirical process
• On the estimation of the characteristic function in finite populations with applications
• Asymptotics for random functions moderated by dependent noise
• Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
• Tests for circular symmetry of complex-valued random vectors
• Nonparametric probability weighted empirical characteristic function and applications
• A proof for the conjecture of characteristic function of the generalized skew-elliptical distributions
• scientific article; zbMATH DE number 5697128 (Why is no real title available?)
• More good news on the HKM test for multivariate reflected symmetry about an unknown centre
• Specification tests in mixed effects models
• Tests for conditional ellipticity in multivariate GARCH models
• New measure of the bivariate asymmetry
• Omnibus tests for the error distribution in the linear regression model
• A goodness-of-fit test for the compound Poisson exponential model
• Change-Point Analysis Based on Empirical Characteristic Functions of Ranks
• Testing for central symmetry
• Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
• A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
• General treatment of goodness-of-fit tests based on Kullback-Leibler information
• Bootstrap-assisted tests of symmetry for dependent data
• Tests for validity of the semiparametric heteroskedastic transformation model

This page was built for publication: Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1426348)