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Journal Article

Testing symmetry around a subspace

Hudecová Š., Šiman Miroslav

: Statistical Papers vol.62, 5 (2021), p. 2491-2508

: GA17-07384S, GA ČR

: axial symmetry, halfspace symmetry, exchangeability, canonical correlation

: 10.1007/s00362-020-01201-4

: http://library.utia.cas.cz/separaty/2021/SI/siman-0546292.pdf

: https://link.springer.com/article/10.1007/s00362-020-01201-4

(eng): 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.

: BA

: 10103