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Computational Statistics

, Volume 32, Issue 4, pp 1323–1338 | Cite as

A Monte Carlo evaluation of the performance of two new tests for symmetry

  • James S. Allison
  • Charl Pretorius
Original Paper

Abstract

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.

Keywords

Characterisation of symmetry Empirical characteristic function Goodness-of-fit 

Notes

Acknowledgments

The first author thanks the National Research Foundation of South Africa for financial support. The authors would also like to thank the referee and the associate editor for their constructive comments that led to an improvement of the paper.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2016

Authors and Affiliations

  1. 1.Department of StatisticsNorth-West UniversityPotchefstroomSouth Africa

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