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Empirical likelihood test for diagonal symmetry

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  • Sang, Yongli
  • Dang, Xin

Abstract

Energy distance is a statistical distance between the distributions of random variables, which characterizes the equality of the distributions. Utilizing the energy distance, we develop a nonparametric test for the diagonal symmetry, which is consistent against any fixed alternatives. The test statistic developed in this paper is based on the difference of two U-statistics. By applying the jackknife empirical likelihood approach, the standard limiting chi-square distribution with degree freedom of one is established and is used to determine critical value and p-value of the test. Simulation studies show that our method is competitive in terms of empirical sizes and empirical powers.

Suggested Citation

  • Sang, Yongli & Dang, Xin, 2020. "Empirical likelihood test for diagonal symmetry," Statistics & Probability Letters, Elsevier, vol. 156(C).
    • Handle: RePEc:eee:stapro:v:156:y:2020:i:c:s016771521930241x
    DOI: 10.1016/j.spl.2019.108595
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    Cited by:

    1. Sakineh Dehghan & Mohammad Reza Faridrohani & Zahra Barzegar, 2023. "Testing for diagonal symmetry based on center-outward ranking," Statistical Papers, Springer, vol. 64(1), pages 255-283, February.

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