Testing semiparametric model-equivalence hypotheses based on the characteristic function

Feifei Chen; Simos G. Meintanis; Lixing Zhu

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arXiv · 2111.00280

Testing semiparametric model-equivalence hypotheses based on the characteristic function

Feifei Chen·Simos G. Meintanis·Lixing Zhu

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Abstract

We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving weighted--type distances between characteristic functions and are convenient from the computational point of view if the weight function is properly chosen. The asymptotic behavior of the tests under the null hypothesis is investigated, and numerical studies are conducted in order to examine the performance of the criteria in finite samples.

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Feifei Chen, Simos G. Meintanis, Lixing Zhu. 2021-10-30. Testing semiparametric model-equivalence hypotheses based on the characteristic function. https://arxiv.org/abs/2111.00280

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