Refined data driven tests for univariate symmetry

• Autorzy: Inglot T. , Kujawa D.
• Języki publikacji: EN

Abstrakty

EN

We propose a modification of the data driven score rank tests studied recently in Inglot et al. (2012) by an appropriate choice of the orthonormal system. The simulation study confirms much better performance of the new tests for alternatives with dominating asymmetry in the tails and comparable sensitivity for other types of alternatives. In effect we obtain omnibus tests for symmetry which are equal to the best existing procedures for typical alternatives and overtake them significantly for atypical ones.

Słowa kluczowe

EN

testing symmetry; non-smooth functions; data driven score test; effective score; Schwarz-type rule; model selection; rank test; Monte Carlo study

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2015
• Tom: Vol. 35, Fasc. 1
• Strony: 91--106
• Opis fizyczny: Bibliogr. 4 poz., tab., wykr.

Twórcy

autor

Inglot T.

• Department of Pure and Applied Mathematics, Faculty of Fundamental Problems of Technology, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

autor

Kujawa D.

• Department of Pure and Applied Mathematics, Faculty of Fundamental Problems of Technology, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

Bibliografia

• [1] T. Inglot and A. Janic, How powerful are data driven score tests for uniformity, Appl. Math. (Warsaw) 36 (2009), pp. 375-395.
• [2] T. Inglot, A. Janic, and J. Józefczyk, Data driven tests for univariate symmetry, Probab. Math. Statist. 32 (2) (2012), pp. 323-358.
• [3] J. Józefczyk, Data driven score tests for univariate symmetry based on non-smooth functions, Probab. Math. Statist. 32 (2) (2012), pp. 301-322.
• [4] R. Modarres and J. L. Gastwirth, Hybrid test for the hypothesis of symmetry, J. Appl. Stat. 25 (1998), pp. 777-783.

Uwagi

Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).