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 InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2010-71.
Date of creation: 2010
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Web page: http://center.uvt.nl
Asymptotic distribution; distribution-free; empirical like- lihood; hypothesis test; spherical symmetry.;
Other versions of this item:
- John Einmahl & Maria Gantner, 2012. "Testing for bivariate spherical symmetry," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 21(1), pages 54-73, March.
- 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
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- 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.
- 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.
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