A Monte Carlo evaluation of the performance of two new tests for symmetry. (English) Zbl 1417.62110
Summary: 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.
MSC:
| 62G10 | Nonparametric hypothesis testing |
| 62G20 | Asymptotic properties of nonparametric inference |
| 65C05 | Monte Carlo methods |
Software:
tseriesReferences:
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