Empirical likelihood test for diagonal symmetry

Yongli Sang and Xin Dang

Statistics & Probability Letters, 2020, vol. 156, issue C

Abstract: Energy distance is a statistical distance between the distributions of random variables, which characterizes the equality of the distributions. Utilizing the energy distance, we develop a nonparametric test for the diagonal symmetry, which is consistent against any fixed alternatives. The test statistic developed in this paper is based on the difference of two U-statistics. By applying the jackknife empirical likelihood approach, the standard limiting chi-square distribution with degree freedom of one is established and is used to determine critical value and p-value of the test. Simulation studies show that our method is competitive in terms of empirical sizes and empirical powers.

Keywords: Diagonal symmetry; Energy distance; Jackknife empirical likelihood; U-statistic; Wilks’ theorem (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2019.108595

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