Testing symmetry around a subspace

Šárka Hudecová () and Miroslav Šiman
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Šárka Hudecová: Charles University
Miroslav Šiman: The Czech Academy of Sciences, Institute of Information Theory and Automation

Statistical Papers, 2021, vol. 62, issue 5, No 20, 2508 pages

Abstract: Abstract The article shows how some common measures of association between two random vectors may be used to test multivariate symmetry around a subspace (possibly up to a shift), which also permits testing exchangeability, axial symmetry, halfspace symmetry, and certain goodness-of-fit and equality-of-scale hypotheses. The resulting (parametric, nonparametric, permutation, and asymptotic) tests of the symmetry, consistent in the class of all elliptical distributions, are also illustrated with a few simulation and real data examples.

Keywords: Axial symmetry; Halfspace symmetry; Exchangeability; Canonical correlation; 62H15; 62H20 (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s00362-020-01201-4

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