Data driven score tests for univariate symmetry based on non-smooth functions

• Autorzy: Józefczyk J.
• Języki publikacji: EN

Abstrakty

EN

We propose data driven score rank tests for univariate symmetry around a known center based on non-smooth functions. A choice of non-smooth functions is motivated by very special properties of a certain function on [0; 1] determined by a distribution which is responsible for its asymmetry. We modify recently introduced data driven penalty selection rules and apply Schwarz-type penalty as well. We prove basic asymptotic results for the test statistics. In a simulation study we compare the empirical behavior of the new tests with the data driven tests based on the Legendre basis and with the so-called hybrid test. We show good power behavior of the new tests often overcoming their competitors.

Słowa kluczowe

EN

testing symmetry; data driven score test; rank test; selection rule; hybrid test; Monte Carlo study

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2012
• Tom: Vol. 32, Fasc. 2
• Strony: 301--322
• Opis fizyczny: Bibliogr. 23 poz., tab., wykr.

Twórcy

autor

Józefczyk J.

• Institute of Mathematics and Computer Science, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

Bibliografia

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