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A consistent test for conditional symmetry and its asymptotical normality. (English) Zbl 1438.62088

Summary: In this paper, we investigate the problem of testing the conditional symmetry of a random vector and give another random vector. We propose a new test based on the concept of conditional energy distance. The test statistic has the form of a \(U\)-statistic with random kernel. By using the theory of \(U\)-statistic, we prove that the test statistic is asymptotically normal under the null hypothesis of conditional symmetry and consistent against any conditional asymmetric distribution.

MSC:

62G10 Nonparametric hypothesis testing
62G20 Asymptotic properties of nonparametric inference
62G30 Order statistics; empirical distribution functions
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