| 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. |
| 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 |
| Metadata | XML |
| Repository | Tilburg University |
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