Refi ned data driven tests for univariate symmetry

  1. Tadeusz Inglot
  2. Dawid Kujawa

Abstract

We propose a modification of the data driven score rank tests studied recently in Inglot et al. (2012) by an appropriate choice of the orthonormalsystem. The simulation study confirms much better performanceof the new tests for alternatives with dominating asymmetry in the tails andcomparable sensitivity for other types of alternatives. In effect we obtainomnibus tests for symmetry which are equal to the best existing proceduresfor typical alternatives and overtake them significantly for atypical ones.

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Probability and Mathematical Statistics

35, z. 1, 2015

Pages from 91 to 106

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