Empirical likelihood test for diagonal symmetry

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Publication:2288752

DOI10.1016/J.SPL.2019.108595zbMATH Open1434.62075arXiv1908.06892OpenAlexW2969825240WikidataQ127341590 ScholiaQ127341590MaRDI QIDQ2288752FDOQ2288752


Authors: Yongli Sang, Xin Dang Edit this on Wikidata


Publication date: 20 January 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: Energy distance is a statistical distance between the distributions of random variables, which characterizes the equality of the distributions. Utilizing the energy distance, we develop a nonparametric test for the diagonal symmetry, which is consistent against any fixed alternatives. The test statistic developed in this paper is based on the difference of two U-statistics. By applying the jackknife empirical likelihood approach, the standard limiting chi-square distribution with degree freedom of one is established and is used to determine critical value and p-value of the test. Simulation studies show that our method is competitive in terms of empirical sizes and empirical powers.


Full work available at URL: https://arxiv.org/abs/1908.06892




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