Testing for bivariate spherical symmetry

被引:2
|
作者
Einmahl, John H. J. [1 ]
Gantner, Maria [1 ]
机构
[1] CentER, Dept Econometr & OR, NL-5000 LE Tilburg, Netherlands
关键词
Asymptotic distribution; Distribution free; Empirical likelihood; Hypothesis test; Spherical symmetry; MULTIVARIATE DISTRIBUTION; DISTRIBUTIONS; SPHERES;
D O I
10.1007/s11749-011-0235-5
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
An omnibus test for spherical symmetry in a"e(2) is proposed, employing localized empirical likelihood. The thus obtained test statistic is distribution 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 performance of the test is demonstrated. Furthermore, a real data example is presented.
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页码:54 / 73
页数:20
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