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Testing for Bivariate Spherical Symmetry (2010) Open access

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Title Testing for Bivariate Spherical Symmetry
Published in CentER Discussion Paper, Vol. 2010-71, p.1-19.
Author Einmahl, J.H.J.; Gantner, M.
Date 2010
Reference(s) Asymptotic distribution, distribution-free, empirical like- lihood, hypothesis test, spherical symmetry., Asymptotic distribution, distribution-free, empirical like- lihood, hypothesis test, spherical symmetry.
Language English
Type Working paper
Publisher Tilburg University. Center for Economic Research
Abstract An omnibus test for spherical symmetry in R2 is proposed, employing localized empirical likelihood. The thus obtained test statistic is distri- bution-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 perfor- mance of the test is demonstrated. Furthermore, a real data example is presented.
Publication http://repository.uvt.nl/id/ir-uvt-nl:oai:wo.uvt.nl:4163975
Persistent Identifier urn:nbn:nl:ui:12-4163975
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Repository Tilburg University

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