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Testing for bivariate spherical symmetry

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Author Info

  • John Einmahl

    ()

  • Maria Gantner

    ()

Abstract

An 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.

(This abstract was borrowed from another version of this item.)

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File URL: http://hdl.handle.net/10.1007/s11749-011-0235-5
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Bibliographic Info

Article provided by Springer in its journal TEST.

Volume (Year): 21 (2012)
Issue (Month): 1 (March)
Pages: 54-73

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Handle: RePEc:spr:testjl:v:21:y:2012:i:1:p:54-73

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Related research

Keywords: Asymptotic distribution; Distribution free; Empirical likelihood; Hypothesis test; Spherical symmetry; 62G10; 62G20; 62G30; 62H15; 60F05;

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  1. 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.
  2. 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.
  3. 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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