File Download
There are no files associated with this item.
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.1093/biomet/86.3.605
- Scopus: eid_2-s2.0-0000062262
- WOS: WOS:000082890500009
- Find via
Supplementary
- Citations:
- Appears in Collections:
Article: A test for symmetries of multivariate probability distributions
Title | A test for symmetries of multivariate probability distributions |
---|---|
Authors | |
Keywords | Conditional Monte Carlo test Distance-based test statistic Multivariate symmetry Significance testing |
Issue Date | 1999 |
Publisher | Oxford University Press. The Journal's web site is located at http://biomet.oxfordjournals.org/ |
Citation | Biometrika, 1999, v. 86 n. 3, p. 605-614 How to Cite? |
Abstract | A Monte Carlo test for multivariate symmetries is proposed. The Monte Carlo simulations are performed conditionally on a minimal sufficient statistic for the class of distributions with symmetric density. Additionally, a general purpose test statistic based on a distance measure between the probability density function and its symmetrised version is introduced. The Monte Carlo tests for spherical symmetry and multivariate reflection symmetry are studied numerically for this statistic and the results indicate that the tests perform well compared to other tests. The method is illustrated with an analysis of a real dataset. |
Persistent Identifier | http://hdl.handle.net/10722/224683 |
ISSN | 2023 Impact Factor: 2.4 2023 SCImago Journal Rankings: 3.358 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Diks, C | - |
dc.contributor.author | Tong, H | - |
dc.date.accessioned | 2016-04-12T03:12:04Z | - |
dc.date.available | 2016-04-12T03:12:04Z | - |
dc.date.issued | 1999 | - |
dc.identifier.citation | Biometrika, 1999, v. 86 n. 3, p. 605-614 | - |
dc.identifier.issn | 0006-3444 | - |
dc.identifier.uri | http://hdl.handle.net/10722/224683 | - |
dc.description.abstract | A Monte Carlo test for multivariate symmetries is proposed. The Monte Carlo simulations are performed conditionally on a minimal sufficient statistic for the class of distributions with symmetric density. Additionally, a general purpose test statistic based on a distance measure between the probability density function and its symmetrised version is introduced. The Monte Carlo tests for spherical symmetry and multivariate reflection symmetry are studied numerically for this statistic and the results indicate that the tests perform well compared to other tests. The method is illustrated with an analysis of a real dataset. | - |
dc.language | eng | - |
dc.publisher | Oxford University Press. The Journal's web site is located at http://biomet.oxfordjournals.org/ | - |
dc.relation.ispartof | Biometrika | - |
dc.rights | Pre-print: Journal Title] ©: [year] [owner as specified on the article] Published by Oxford University Press [on behalf of xxxxxx]. All rights reserved. Pre-print (Once an article is published, preprint notice should be amended to): This is an electronic version of an article published in [include the complete citation information for the final version of the Article as published in the print edition of the Journal.] Post-print: This is a pre-copy-editing, author-produced PDF of an article accepted for publication in [insert journal title] following peer review. The definitive publisher-authenticated version [insert complete citation information here] is available online at: xxxxxxx [insert URL that the author will receive upon publication here]. | - |
dc.subject | Conditional Monte Carlo test | - |
dc.subject | Distance-based test statistic | - |
dc.subject | Multivariate symmetry | - |
dc.subject | Significance testing | - |
dc.title | A test for symmetries of multivariate probability distributions | - |
dc.type | Article | - |
dc.identifier.email | Tong, H: howell.tong@gmail.com | - |
dc.identifier.doi | 10.1093/biomet/86.3.605 | - |
dc.identifier.scopus | eid_2-s2.0-0000062262 | - |
dc.identifier.hkuros | 47824 | - |
dc.identifier.volume | 86 | - |
dc.identifier.issue | 3 | - |
dc.identifier.spage | 605 | - |
dc.identifier.epage | 614 | - |
dc.identifier.isi | WOS:000082890500009 | - |
dc.publisher.place | United Kingdom | - |
dc.identifier.issnl | 0006-3444 | - |