Testing for symmetry in multivariate distributions
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Publication:537356
DOI10.1016/J.STAMET.2008.09.003zbMATH Open1463.62171OpenAlexW2069850869MaRDI QIDQ537356FDOQ537356
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
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Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Order statistics; empirical distribution functions (62G30)
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Cited In (35)
- The probability weighted characteristic function and goodness-of-fit testing
- Testing group symmetry of a multivariate distribution
- Testing for central symmetry and inference of the unknown center
- Inferential procedures based on the integrated empirical characteristic function
- On tests of radial symmetry for bivariate copulas
- On consistent nonparametric statistical tests of symmetry hypotheses
- Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution
- The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
- A Monte Carlo evaluation of the performance of two new tests for symmetry
- Testing for symmetries in multivariate inverse problems
- A test for symmetries of multivariate probability distributions
- Title not available (Why is that?)
- A depth test for symmetry
- Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
- On classes of consistent tests for the Type I Pareto distribution based on a characterization involving order statistics
- Testing Symmetric Properties of Distributions
- MULTIPLE TESTING OF SIGN SYMMETRY FOR STOCK RETURN DISTRIBUTIONS
- Goodness-of-fit tests based on the min-characteristic function
- Testing symmetry around a subspace
- Nonparametric probability weighted empirical characteristic function and applications
- On the construction of radially symmetric copulas in higher dimensions
- Testing multivariate symmetry
- Title not available (Why is that?)
- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
- Title not available (Why is that?)
- More good news on the HKM test for multivariate reflected symmetry about an unknown centre
- Measures of radial asymmetry for bivariate random vectors
- Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
- Testing for Circular Reflective Symmetry about a Known Median Axis
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
- Testing symmetry for additive distortion measurement errors data
- Verification of homogeneity and symmetry conjectures of distributions for multivariate data.
- Testing for Symmetry
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