Testing for bivariate spherical symmetry

• Autores: John H. J. Einmahl, Maria Gantner
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 21, Nº. 1, 2012, págs. 54-73
• Idioma: inglés
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• Resumen

  • An omnibus test for spherical symmetry in ℝ2 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.