Testing for Bivariate Spherical Symmetry
John H. J. Einmahl
Tilburg University - Department of Econometrics & Operations Research
Tilburg University - Center and Faculty of Economics and Business Administration
July 14, 2010
CentER Discussion Paper Series No. 2010-71
An omnibus test for spherical symmetry in R2 is proposed, employing localized empirical likelihood. The thus obtained test statistic is distribution-free under the null hypothesis. The asymptotic null distribution is established and critical values for typical sample sizes, as well as the asymptotic ones, are presented. In a simulation study, the good performance of the test is demonstrated. Furthermore, a real data example is presented.
Number of Pages in PDF File: 19
Keywords: Asymptotic distribution, distribution-free, empirical likelihood, hypothesis test, spherical symmetry
JEL Classification: C12, C14working papers series
Date posted: July 17, 2010
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