Robust Univariate Test of Symmetry

Abstract
This paper presents a test of symmetry based on the gaps of the order statistics. This test is sensitive to small skewed transformations of symmetric random variables and is adjusted for the apparent long-tailedness of the sample. A comparison of this adjusted test, the usual skewness test g 1, and Gupta's asymptotically nonparametric procedure shows that the procedure presented here has the best performance as a test of symmetry.

This publication has 0 references indexed in Scilit: