Permutation tests for reflected symmetry

被引:32
作者
Neuhaus, G [1 ]
Zhu, LX
机构
[1] Univ Hamburg, Hamburg, Germany
[2] Chinese Acad Sci, Beijing, Peoples R China
基金
中国国家自然科学基金;
关键词
empirical characteristic function; empirical process; permutation tests; reflected symmetry; validity of test;
D O I
10.1006/jmva.1997.1697
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The paper presents a permutation procedure for testing reflected (or diagonal) symmetry of the distribution of a multivariate variable. The test statistics are based in empirical characteristic functions. The resulting permutation tests are strictly distribution free under the null hypothesis that the underlying variables are symmetrically distributed about a center. Furthermore, the permutation tests are strictly valid if the symmetric center is known and are asymptotic valid if the center is an unknown point. The equivalence, in the large sample sense, between the tests and their permutation counterparts are established. The power behavior of the tests and their permutation counterparts under local alternative are investigated. Some simulations with small sample sizes (less than or equal to 20) are conducted to demonstrate how the permutation tests works. (C) 1998 Academic Press.
引用
收藏
页码:129 / 153
页数:25
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