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Testing symmetry around a subspace

Author

Listed:
  • Šárka Hudecová

    (Charles University)

  • Miroslav Šiman

    (The Czech Academy of Sciences, Institute of Information Theory and Automation)

Abstract

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.

Suggested Citation

  • Šárka Hudecová & Miroslav Šiman, 2021. "Testing symmetry around a subspace," Statistical Papers, Springer, vol. 62(5), pages 2491-2508, October.
    • Handle: RePEc:spr:stpapr:v:62:y:2021:i:5:d:10.1007_s00362-020-01201-4
    DOI: 10.1007/s00362-020-01201-4
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    References listed on IDEAS

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    5. Su, Liangjun, 2006. "A simple test for multivariate conditional symmetry," Economics Letters, Elsevier, vol. 93(3), pages 374-378, December.
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