More good news on the HKM test for multivariate reflected symmetry about an unknown centre

DOI10.1007/S10463-019-00707-5MaRDI QIDQ2183765zbMATH OpenOpenAlexFDO

Authors Norbert Henze, Celeste Mayer

Publication date 27 May 2020

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.06367

zbMATH Keywords

affine invarianceelliptical symmetryfixed alternativesHenze, Klar, Meintanis (HKM) testtest for reflected symmetryweighted \(L^2\)-statistic

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Hypothesis testing in multivariate analysis (62H15)

Abstract: We revisit the problem of testing for multivariate reflected symmetry about an unspecified point. Although this testing problem is invariant with respect to full-rank affine transformations, among the hitherto few proposed tests only the test studied in [12] respects this property. We identify a measure of deviation $Delta$ (say) from symmetry associated with the test statistic $T_n$ (say), and we obtain the limit normal distribution of $T_n$ as $noinfty$ under a fixed alternative to symmetry. Since a consistent estimator of the variance of this limit normal distribution is available, we obtain an asymptotic confidence interval for $Delta$. The test, when applied to a classical data set, strongly rejects the hypothesis of reflected symmetry, although other tests even do not object against the much stronger hypothesis of elliptical symmetry.

Review text

The authors re-examine testing multivariate reflected symmetry about an unspecified point. Let \(X\), \(X_1\), \(X_2,\dots\) be a sequence of independent and identically distributed \(d\)-dimensional random vectors. They investigate the problem of testing the hypothesis \[ H_0 : X-\mu \stackrel{\mathcal{D}}{=} \mu - X \] for some unknown \(\mu \in \mathbb{R}^{d}\), against general alternatives. The notation \(\stackrel{\mathcal{D}}{=}\) denotes equality in distribution. The authors consider the test statistic \( T_{n,a}=T_{n,a}(X_1,\dots,X_n)\) of \textit{N. Henze} et al. [J. Multivariate Anal. 87, No. 2, 275--297 (2003; Zbl 1040.62047)], where \(a>0\) is some fixed parameter. From the authors' abstract: We identify a measure of deviation \(\Delta_a\)(say) from symmetry associated with the test statistic \(T_{n,a}\) (say), and we obtain the limit normal distribution of \(T_{n,a}\) as \(n \to \infty\) under a fixed alternative to symmetry. Since a consistent estimator of the variance of this limit normal distribution is available, we obtain an asymptotic confidence interval for \(\Delta_a\). The test, when applied to a classical data set, strongly rejects the hypothesis of reflected symmetry, although other tests even do not object against the much stronger hypothesis of elliptical symmetry.

Recommendations

• Testing for symmetry in multivariate distributions
• A test for symmetries of multivariate probability distributions
• scientific article; zbMATH DE number 1552506
• On consistent nonparametric statistical tests of symmetry hypotheses
• Testing symmetry around a subspace
• scientific article; zbMATH DE number 1195620
• scientific article; zbMATH DE number 3965202

Cites work

• A family of minimax rates for density estimators in continuous time
• A necessary power divergence-type family of tests for testing elliptical symmetry
• A new approach to the BHEP tests for multivariate normality
• A simple nonparametric test for bivariate symmetry about a line
• Adaptive Smoothing and Density-Based Tests of Multivariate Normality
• Characterization of diagonal symmetry: location unknown, and a test based on allied U-processes
• Depth-based runs tests for bivariate central symmetry
• Extreme smoothing and testing for multivariate normality
• Global power functions of goodness of fit tests.
• scientific article; zbMATH DE number 512575 (Why is no real title available?)
• Invariant tests for multivariate normality: A critical review
• Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
• Limit distributions for Mardia's measure of multivariate skewness
• Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely
• Measures of multivariate skewness and kurtosis with applications
• Measuring asymmetry and testing symmetry
• On consistent nonparametric statistical tests of symmetry hypotheses
• On nonparametric tests for symmetry in \(R^ m\)
• Permutation tests for reflected symmetry
• Simple optimal tests for circular reflective symmetry about a specified median direction
• Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
• Testing for central symmetry
• Testing for elliptical symmetry in covariance matrix based analyses.
• Testing for symmetry in multivariate distributions
• Testing multivariate symmetry
• The control of the false discovery rate in multiple testing under dependency.
• The limit distribution of weighted L^2-goodness-of-fit statistics under fixed alternatives, with applications
• The non-singularity of generalized sample covariance matrices

Cited in

(6)

• scientific article; zbMATH DE number 3965202 (Why is no real title available?)
• Testing for symmetries in multivariate inverse problems
• Testing for symmetry in multivariate distributions
• Testing for diagonal symmetry based on center-outward ranking
• Testing semiparametric model-equivalence hypotheses based on the characteristic function
• Efficient eigenvalue approximation in covariance operators via Rayleigh-Ritz with statistical applications

This page was built for publication: More good news on the HKM test for multivariate reflected symmetry about an unknown centre

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2183765)