dc.contributor.author | Allison, James S. | |
dc.contributor.author | Pretorius, Charl | |
dc.date.accessioned | 2017-04-05T12:19:41Z | |
dc.date.available | 2017-04-05T12:19:41Z | |
dc.date.issued | 2017 | |
dc.identifier.citation | Allison, J.S. & Pretorius, C. 2017. A Monte Carlo evaluation of the performance of two new tests for symmetry. Computational statistics, 32(4):1323-1338. [https://doi.org/10.1007/s00180-016-0680-4] | en_US |
dc.identifier.issn | 0943-4062 | |
dc.identifier.issn | 1613-9658 (Online) | |
dc.identifier.uri | http://hdl.handle.net/10394/21099 | |
dc.identifier.uri | https://doi.org/10.1007/s00180-016-0680-4 | |
dc.identifier.uri | https://link.springer.com/article/10.1007%2Fs00180-016-0680-4 | |
dc.description.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 | en_US |
dc.language.iso | en | en_US |
dc.publisher | Springer | en_US |
dc.subject | Characterisation of symmetry | en_US |
dc.subject | Empirical characteristic function | en_US |
dc.subject | Goodness-of-fit | en_US |
dc.title | A Monte Carlo evaluation of the performance of two new tests for symmetry | en_US |
dc.type | Article | en_US |
dc.contributor.researchID | 11985682 - Allison, James Samuel | |
dc.contributor.researchID | 20104480 - Pretorius, Charl | |