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A Comparative Study of Ten Asymmetry Tests
Jönköping University.
2011 (English)In: Journal of Statistics, ISSN 1684-8403, Vol. 18, 10-28 p.Article in journal (Refereed) Published
Abstract [en]

In this paper, we investigate the properties of some common tests for Asymmetry.The tests are based on Moments, Order Statistics and Empirical CharacteristicFunctions, respectively. These tests have completely different origins, rely ondifferent characterizations of symmetry and have very different size and powerproperties. It is demonstrated that tests based on Empirical CharacteristicFunctions are strongly dependent on the choice of working region and that somepreviously proposed tests may be improved considerably by using Bootstrappedcritical values. It is also concluded that no test is uniformly better than the othersbut that the Empirical Characteristic Function tests have best over-all properties.

Place, publisher, year, edition, pages
2011. Vol. 18, 10-28 p.
National Category
Probability Theory and Statistics
Research subject
Natural Science, Mathematics
Identifiers
URN: urn:nbn:se:lnu:diva-28558OAI: oai:DiVA.org:lnu-28558DiVA: diva2:643522
Available from: 2013-08-27 Created: 2013-08-27 Last updated: 2016-05-25Bibliographically approved

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Holgersson, Thomas

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CiteExportLink to record
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