A class of optimal tests for symmetry based on local Edgeworth approximations

DOI10.3150/10-BEJ298MaRDI QIDQ638770zbMATH OpenOpenAlexFDO

Authors Delphine Cassart, Marc Hallin, Davy Paindaveine

Publication date 14 September 2011

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1108.2171

zbMATH Keywords

local asymptotic normalitylocally asymptotically most powerful testsskewed densities

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic properties of parametric tests (62F05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Abstract: The objective of this paper is to provide, for the problem of univariate symmetry (with respect to specified or unspecified location), a concept of optimality, and to construct tests achieving such optimality. This requires embedding symmetry into adequate families of asymmetric (local) alternatives. We construct such families by considering non-Gaussian generalizations of classical first-order Edgeworth expansions indexed by a measure of skewness such that (i) location, scale and skewness play well-separated roles (diagonality of the corresponding information matrices) and (ii) the classical tests based on the Pearson--Fisher coefficient of skewness are optimal in the vicinity of Gaussian densities.

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Cites work

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Cited in

(10)

• Optimal detection of Fechner-asymmetry
• Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data
• Skewness-based projection pursuit: a computational approach
• Le Cam optimal tests for symmetry against Ferreira and Steel's general skewed distributions
• Pseudo-Gaussian and rank-based tests for first-order superdiagonal bilinear models in panel data
• Neyman's C(α) test for the shape parameter of the exponential power class
• Measuring asymmetry and testing symmetry
• A class of optimal tests for symmetry based on local Edgeworth approximations
• A conversation with Marc Hallin
• Marc Hallin: a commented bibliography (from 1972 to 2023)

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