Testing for bivariate spherical symmetry
AbstractAn omnibus test for spherical symmetry in R2 is proposed, employing localized empirical likelihood. The thus obtained test statistic is distri- bution-free under the null hypothesis. The asymptotic null distribution is established and critical values for typical sample sizes, as well as the asymptotic ones, are presented. In a simulation study, the good perfor- mance of the test is demonstrated. Furthermore, a real data example is presented.
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Bibliographic InfoArticle provided by Springer in its journal TEST.
Volume (Year): 21 (2012)
Issue (Month): 1 (March)
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Web page: http://www.springerlink.com/link.asp?id=120411
Other versions of this item:
- Einmahl, J.H.J. & Gantner, M., 2010. "Testing for Bivariate Spherical Symmetry," Discussion Paper 2010-71, Tilburg University, Center for Economic Research.
- Einmahl, J.H.J. & Gantner, M., 2012. "Testing for bivariate spherical symmetry," Open Access publications from Tilburg University urn:nbn:nl:ui:12-5117987, Tilburg University.
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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.:
- Jiajuan Liang & Kai-Tai Fang & Fred Hickernell, 2008. "Some necessary uniform tests for spherical symmetry," Annals of the Institute of Statistical Mathematics, Springer, vol. 60(3), pages 679-696, September.
- Einmahl, J.H.J. & McKeague, I.W., 2003. "Empirical likelihood based hypothesis testing," Open Access publications from Tilburg University urn:nbn:nl:ui:12-117075, Tilburg University.
- Koltchinskii, V. I. & Li, Lang, 1998. "Testing for Spherical Symmetry of a Multivariate Distribution," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 228-244, May.
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