Testing for symmetry in multivariate distributions

DOI10.1016/J.STAMET.2008.09.003MaRDI QIDQ537356zbMATH OpenOpenAlexFDO

Authors Joseph Ngatchou-Wandji

Publication date 20 May 2011

Published in Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.stamet.2008.09.003

zbMATH Keywords

weak convergencecontiguityempirical characteristic functiontesting hypothesisreflected symmetry

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Order statistics; empirical distribution functions (62G30)

Recommendations

• Testing multivariate symmetry
• Permutation tests for reflected symmetry
• More good news on the HKM test for multivariate reflected symmetry about an unknown centre
• Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
• A simple test for multivariate conditional symmetry

Cites work

• scientific article; zbMATH DE number 3123516 (Why is no real title available?)
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 3934259 (Why is no real title available?)
• scientific article; zbMATH DE number 3969891 (Why is no real title available?)
• scientific article; zbMATH DE number 1031968 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A New Result on the Distribution of Quadratic Forms
• 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
• Asymptotic methods in statistical decision theory
• Computing the distribution of quadratic forms in normal variables
• Distribution of Definite and of Indefinite Quadratic Forms from a Non- Central Normal Distribution
• Distribution of Quadratic Forms and Some Applications
• Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
• Nonparametric weighted symmetry tests
• 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
• Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
• Testing Symmetry
• Testing for Symmetry
• Testing for affine equivalence of elliptically symmetric distributions.
• Testing for ellipsoidal symmetry of a multivariate density
• Testing for spherical symmetry of a multivariate distribution
• Testing multivariate symmetry
• Testing of spherical symmetry of a multivariate distribution.
• Testing symmetry of an unknown density function by kernel method
• The empirical characteristic function and its applications
• Two modified Wilcoxon tests for symmetry about an unknown location parameter

Cited in

(35)

• Testing for Symmetry
• Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
• Testing for Circular Reflective Symmetry about a Known Median Axis
• Goodness-of-fit tests based on the min-characteristic function
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
• Verification of homogeneity and symmetry conjectures of distributions for multivariate data.
• The probability weighted characteristic function and goodness-of-fit testing
• Testing group symmetry of a multivariate distribution
• MULTIPLE TESTING OF SIGN SYMMETRY FOR STOCK RETURN DISTRIBUTIONS
• Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
• Inferential procedures based on the integrated empirical characteristic function
• Testing for symmetries in multivariate inverse problems
• Testing for central symmetry and inference of the unknown center
• On tests of radial symmetry for bivariate copulas
• Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
• Testing symmetry around a subspace
• Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
• scientific article; zbMATH DE number 4098485 (Why is no real title available?)
• On classes of consistent tests for the Type I Pareto distribution based on a characterization involving order statistics
• scientific article; zbMATH DE number 2075226 (Why is no real title available?)
• Testing symmetry for additive distortion measurement errors data
• Nonparametric probability weighted empirical characteristic function and applications
• A test for symmetries of multivariate probability distributions
• On consistent nonparametric statistical tests of symmetry hypotheses
• A Monte Carlo evaluation of the performance of two new tests for symmetry
• A depth test for symmetry
• A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection
• On the construction of radially symmetric copulas in higher dimensions
• Measures of radial asymmetry for bivariate random vectors
• The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
• scientific article; zbMATH DE number 1195620 (Why is no real title available?)
• Testing multivariate symmetry
• Testing Symmetric Properties of Distributions
• More good news on the HKM test for multivariate reflected symmetry about an unknown centre

This page was built for publication: Testing for symmetry in multivariate distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q537356)