Advanced Search
MyIDEAS: Login to save this article or follow this journal

Permutation Tests for Reflected Symmetry

Contents:

Author Info

  • Neuhaus, Georg
  • Zhu, Li-Xing
Registered author(s):

    Abstract

    The paper presents a permutation procedure for testing reflected (or diagonal) symmetry of the distribution of a multivariate variable. The test statistics are based in empirical characteristic functions. The resulting permutation tests are strictly distribution free under the null hypothesis that the underlying variables are symmetrically distributed about a center. Furthermore, the permutation tests are strictly valid if the symmetric center is known and are asymptotic valid if the center is an unknown point. The equivalence, in the large sample sense, between the tests and their permutation counterparts are established. The power behavior of the tests and their permutation counterparts under local alternative are investigated. Some simulations with small sample sizes ([less-than-or-equals, slant]20) are conducted to demonstrate how the permutation tests works.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.sciencedirect.com/science/article/B6WK9-45KNB4H-1/2/0e7bdb0c5cca974e7a85ed4a4b82f16a
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 67 (1998)
    Issue (Month): 2 (November)
    Pages: 129-153

    as in new window
    Handle: RePEc:eee:jmvana:v:67:y:1998:i:2:p:129-153

    Contact details of provider:
    Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description

    Order Information:
    Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
    Web: https://shop.elsevier.com/order?id=622892&ref=622892_01_ooc_1&version=01

    Related research

    Keywords: empirical characteristic function; empirical process; permutation tests; reflected symmetry; validity of test;

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. David Blough, 1989. "Multivariate symmetry via projection pursuit," Annals of the Institute of Statistical Mathematics, Springer, vol. 41(3), pages 461-475, September.
    2. Fang, K. T. & Zhu, L. X. & Bentler, P. M., 1993. "A Necessary Test of Goodness of Fit for Sphericity," Journal of Multivariate Analysis, Elsevier, vol. 45(1), pages 34-55, April.
    3. Heathcote, C. R. & Rachev, S. T. & Cheng, B., 1995. "Testing Multivariate Symmetry," Journal of Multivariate Analysis, Elsevier, vol. 54(1), pages 91-112, July.
    4. Baringhaus, L. & Henze, N., 1991. "Limit distributions for measures of multivariate skewness and kurtosis based on projections," Journal of Multivariate Analysis, Elsevier, vol. 38(1), pages 51-69, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Zhu, Lixing & Zhu, Ruoqing & Song, Song, 2008. "Diagnostic checking for multivariate regression models," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 1841-1859, October.
    2. Henze, N. & Klar, B. & Meintanis, S. G., 2003. "Invariant tests for symmetry about an unspecified point based on the empirical characteristic function," Journal of Multivariate Analysis, Elsevier, vol. 87(2), pages 275-297, November.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:67:y:1998:i:2:p:129-153. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.