A Monte Carlo evaluation of the performance of two new tests for symmetry
Abstract
We propose two new tests for symmetry based on well-known characterisations of symmetric distributions. The performance of the new tests is evaluated and compared to that of other existing tests by means of a Monte Carlo study. All tests are carried out in a regression setup where we test whether the error distribution in a linear regression model is symmetric. It is found that the newly proposed tests perform favourably compared to the other tests
URI
http://hdl.handle.net/10394/21099https://doi.org/10.1007/s00180-016-0680-4
https://link.springer.com/article/10.1007%2Fs00180-016-0680-4