Depth-based runs tests for bivariate central symmetry

DOI10.1007/S10463-014-0480-YMaRDI QIDQ498055zbMATH OpenOpenAlexFDO

Authors Rainer Dyckerhoff, Christophe Ley, Davy Paindaveine

Publication date 25 September 2015

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

Full work available at URL https://arxiv.org/abs/1401.2377, http://hdl.handle.net/1854/LU-8515415

zbMATH Keywords

asymmetric distributionscentral symmetry testingmultivariate runsstatistical depth

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15)

Abstract: McWilliams (1990) introduced a nonparametric procedure based on runs for the problem of testing univariate symmetry about the origin (equivalently, about an arbitrary specified center). His procedure first reorders the observations according to their absolute values, then rejects the null when the number of runs in the resulting series of signs is too small. This test is universally consistent and enjoys nice robustness properties, but is unfortunately limited to the univariate setup. In this paper, we extend McWilliams' procedure into tests of bivariate central symmetry. The proposed tests first reorder the observations according to their statistical depth in a symmetrized version of the sample, then reject the null when an original concept of simplicial runs is too small. Our tests are affine-invariant and have good robustness properties. In particular, they do not require any finite moment assumption. We derive their limiting null distribution, which establishes their asymptotic distribution-freeness. We study their finite-sample properties through Monte Carlo experiments, and conclude with some final comments.

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Cited in

(17)

• Optimal tests for elliptical symmetry: specified and unspecified location
• Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting
• Adaptive positive and negative runs test
• Simplicial bivariate tests for randomness
• Depth-based signed-rank tests for bivariate central symmetry
• Non‐parametric depth‐based tests for the multivariate location problem
• Employing the MCMC technique to compute the projection depth in high dimensions
• Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis
• Choosing among notions of multivariate depth statistics
• Affine invariant depth-based tests for the multivariate one-sample location problem
• Some hypothesis tests based on random projection
• Explicit bivariate simplicial depth
• More good news on the HKM test for multivariate reflected symmetry about an unknown centre
• Revisiting the two-sample runs test
• Visual tests for elliptically symmetric distributions
• Testing for diagonal symmetry based on center-outward ranking
• A new test for symmetry against right skewness

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