A new integral nonparametric test for the affine symmetry hypothesis

被引:0
|
作者
Gamov I.V.
Nikitin Ya.Yu.
机构
基金
俄罗斯基础研究基金会;
关键词
Nonparametric Test; Random Vector; Asymptotic Property; Limit Distribution; Local Efficiency;
D O I
10.1007/BF02364814
中图分类号
学科分类号
摘要
The hypothesis of affine symmetry introduced by P. K. Sen of 1978 consists in the symmetry about the origin and at the same time the independence of the components of a two-dimensional random vector. A new test statistic for testing this hypothesis is suggested. Some asymptotic properties of this statistic, in particular, the limit distribution and large deviations are studied. The Bahadur local efficiency is also found and analyzed. ©1999 Kluwer Academic/Plenum Publishers.
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页码:301 / 310
页数:9
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