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Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives

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  • Delphine Cassart
  • Marc Hallin
  • Davy Paindaveine

Abstract

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Suggested Citation

  • Delphine Cassart & Marc Hallin & Davy Paindaveine, 2014. "Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives," Working Papers ECARES ECARES 2014-48, ULB -- Universite Libre de Bruxelles.
  • Handle: RePEc:eca:wpaper:2013/177105
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    File URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/177105/1/2014-48-CASSART_HALLIN_PAINDAVEINE-optimal.pdf
    File Function: 2014-48-CASSART_HALLIN_PAINDAVEINE-optimal
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    References listed on IDEAS

    as
    1. Hallin, M. & Werker, B.J.M., 2003. "Semiparametric efficiency, distribution-freeness and invariance," Other publications TiSEM fe20db00-786a-4261-9999-6, Tilburg University, School of Economics and Management.
    2. Ley, Christophe & Paindaveine, Davy, 2010. "On the singularity of multivariate skew-symmetric models," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1434-1444, July.
    3. 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.
    4. Adelchi Azzalini & Antonella Capitanio, 2003. "Distributions generated by perturbation of symmetry with emphasis on a multivariate skew "t"-distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 367-389.
    5. Delphine Cassart & Marc Hallin & Davy Paindaveine, 2010. "On the estimation of cross-information quantities in rank-based inference," Working Papers ECARES ECARES 2010-010, ULB -- Universite Libre de Bruxelles.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    test of symmetry; skewness; edgeworth expansion; local asymptotic normality; signed rank test;

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