A Monte Carlo evaluation of the performance of two new tests for symmetry

被引：9

作者：

Allison, James S. ^{[1
]}

Pretorius, Charl ^{[1
]}

机构：

[1] North West Univ, Dept Stat, 1 Hoffman St, ZA-2531 Potchefstroom, South Africa

来源：

COMPUTATIONAL STATISTICS | 2017年 / 32卷 / 04期

基金：

新加坡国家研究基金会;

关键词：

Characterisation of symmetry; Empirical characteristic function; Goodness-of-fit; EMPIRICAL CHARACTERISTIC FUNCTION; NONPARAMETRIC REGRESSION-MODELS; ERROR DISTRIBUTION; DISTRIBUTIONS; ASYMMETRY; PARAMETER; LOCATION;

D O I：

10.1007/s00180-016-0680-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We propose two new tests for symmetry based on well-known characterisations of symmetric distributions. The performance of the new tests is evaluated and compared to that of other existing tests by means of a Monte Carlo study. All tests are carried out in a regression setup where we test whether the error distribution in a linear regression model is symmetric. It is found that the newly proposed tests perform favourably compared to the other tests.

引用

页码：1323 / 1338

页数：16

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