Permutation tests for reflected symmetry

JOURNAL OF MULTIVARIATE ANALYSIS

卷:67

Article

Neuhaus, G ; Zhu, LX

关键词: empirical characteristic function;    empirical process;    permutation tests;    reflected symmetry;    validity of test;   

DOI  :  10.1006/jmva.1997.1697

来源: Elsevier

【 摘 要 】

The paper presents a permutation procedure for testing reflected (or diagonal) symmetry of the distribution of a multivariate variable. The test statistics are based in empirical characteristic functions. The resulting permutation tests are strictly distribution free under the null hypothesis that the underlying variables are symmetrically distributed about a center. Furthermore, the permutation tests are strictly valid if the symmetric center is known and are asymptotic valid if the center is an unknown point. The equivalence, in the large sample sense, between the tests and their permutation counterparts are established. The power behavior of the tests and their permutation counterparts under local alternative are investigated. Some simulations with small sample sizes (less than or equal to 20) are conducted to demonstrate how the permutation tests works. (C) 1998 Academic Press.

【 授权许可】

Free