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.
机构:
Mississippi State Univ, Dept Mkt, Quantitat Anal & Business Law, Mississippi State, MS 39762 USAMississippi State Univ, Dept Mkt, Quantitat Anal & Business Law, Mississippi State, MS 39762 USA
Riahi, Sheida
Patil, Prakash N.
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机构:
Mississippi State Univ, Dept Math & Stat, Mississippi State, MS USAMississippi State Univ, Dept Mkt, Quantitat Anal & Business Law, Mississippi State, MS 39762 USA