A Monte Carlo evaluation of the performance of two new tests for symmetry

James S. Allison () and Charl Pretorius
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James S. Allison: North-West University
Charl Pretorius: North-West University

Computational Statistics, 2017, vol. 32, issue 4, No 5, 1323-1338

Abstract: 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.

Keywords: Characterisation of symmetry; Empirical characteristic function; Goodness-of-fit (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s00180-016-0680-4

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