Testing symmetry around a subspace

The article shows how some common measures of association between two random vectors may be used to test multivariate symmetry around a subspace (possibly up to a shift), which also permits testing exchangeability, axial symmetry, halfspace symmetry, and certain goodness-of-fit and equality-of-scale...

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Veröffentlicht in:Statistical papers (Berlin, Germany) Germany), 2021-10, Vol.62 (5), p.2491-2508
Hauptverfasser: Hudecová, Šárka, Šiman, Miroslav
Format: Artikel
Sprache:eng
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Zusammenfassung:The article shows how some common measures of association between two random vectors may be used to test multivariate symmetry around a subspace (possibly up to a shift), which also permits testing exchangeability, axial symmetry, halfspace symmetry, and certain goodness-of-fit and equality-of-scale hypotheses. The resulting (parametric, nonparametric, permutation, and asymptotic) tests of the symmetry, consistent in the class of all elliptical distributions, are also illustrated with a few simulation and real data examples.
ISSN:0932-5026
1613-9798
DOI:10.1007/s00362-020-01201-4