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Rothman–Woodroofe symmetry test statistic revisited

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  • Gaigall, Daniel

Abstract

The Rothman–Woodroofe symmetry test statistic is revisited on the basis of independent but not necessarily identically distributed random variables. The distribution-freeness if the underlying distributions are all symmetric and continuous is obtained. The results are applied for testing symmetry in a meta-analysis random effects model. The consistency of the procedure is discussed in this situation as well. A comparison with an alternative proposal from the literature is conducted via simulations. Real data are analyzed to demonstrate how the new approach works in practice.

Suggested Citation

  • Gaigall, Daniel, 2020. "Rothman–Woodroofe symmetry test statistic revisited," Computational Statistics & Data Analysis, Elsevier, vol. 142(C).
    • Handle: RePEc:eee:csdana:v:142:y:2020:i:c:s0167947319301926
    DOI: 10.1016/j.csda.2019.106837
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