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

DOI10.1016/S0047-259X(03)00044-7zbMATH Open1040.62047OpenAlexW2079231066WikidataQ60430081 ScholiaQ60430081MaRDI QIDQ1426348FDOQ1426348

Simos G. Meintanis, Bernhard Klar, Norbert Henze

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

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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)

Cites Work

• The empirical characteristic function and its applications
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• A new approach to the BHEP tests for multivariate normality
• Extreme smoothing and testing for multivariate normality
• Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely
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• Testing for Symmetry
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• Some results concerning symmetric distributions
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• Central limit theorems revisited
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• On the Limit Behaviour of Extreme Order Statistics
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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 inference of the unknown center
• Testing for symmetry in multivariate distributions
• Inferential procedures based on the integrated empirical characteristic function
• Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting
• 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
• Test for diagonal symmetry in high dimension
• Depth-based runs tests for bivariate central symmetry
• 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
• On Robust and Efficient Estimation of the Center of Symmetry
• Two-sample tests based on empirical Hankel transforms
• 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
• General treatment of goodness-of-fit tests based on Kullback–Leibler information
• 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
• Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models
• Title not available (Why is that?)
• Goodness-of-Fit Tests Based on Correcting Moments of Entropy Estimators
• More good news on the HKM test for multivariate reflected symmetry about an unknown centre
• Omnibus tests for the error distribution in the linear regression model
• New measure of the bivariate asymmetry
• Specification tests in mixed effects models
• Tests for conditional ellipticity in multivariate GARCH models
• A goodness-of-fit test for the compound Poisson exponential model
• Change-Point Analysis Based on Empirical Characteristic Functions of Ranks
• Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
• Testing for central symmetry
• 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
• Bootstrap-assisted tests of symmetry for dependent data
• Tests for validity of the semiparametric heteroskedastic transformation model
• Testing for central symmetry and symmetry about an axis

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