Goodness‐of‐Fit Tests for Bivariate and Multivariate Skew‐Normal Distributions

Abstract. Goodness‐of‐fit tests are proposed for the skew‐normal law in arbitrary dimension. In the bivariate case the proposed tests utilize the fact that the moment‐generating function of the skew‐normal variable is quite simple and satisfies a partial differential equation of the first order. This differential equation is estimated from the sample and the test statistic is constructed as an L ₂ ‐type distance measure incorporating this estimate. Extension of the procedure to dimension greater than two is suggested whereas an effective bootstrap procedure is used to study the behaviour of the new method with real and simulated data.     

Testing for intercept‐scale switch in linear autoregression

Autoregressive models with switching regime are a frequently used class of nonlinear time series models, which are popular in finance, engineering, and other fields. We consider linear switching autoregressions in which the intercept and variance possibly switch simultaneously, while the autoregressive parameters are structural and hence the same in all states, and we propose quasi‐likelihood‐based tests for a regime switch in this class of models. Our motivation is from financial time series, where one expects states with high volatility and low mean together with states with low volatility and higher mean. We investigate the performance of our tests in a simulation study, and give an application to a series of IBM monthly stock returns. The Canadian Journal of Statistics 40: 427–446; 2012 © 2012 Statistical Society of Canada     

Examining verbal and physical retaliation against kinship insults

This study examined how different types of insults-social status insults and reproductive status insults--toward one's family and friends influenced the likelihood of verbal and physical retaliation. Participants were given a questionnaire containing scenarios in which a hypothetical person insulted each participant's sibling, cousin, or friend. Participants indicated they were significantly less likely to verbally retaliate when a cousin was insulted than when a sibling or friend was insulted. Men were more likely to physically retaliate toward male insulters. Women were more likely to physically retaliate toward female insulters. Women were more likely to verbally retaliate than men, but only when the insulter was female. Both men and women were more likely to retaliate when a woman was insulted.     

Health-related interactions and the self in marriage

This study investigated the association between self processes and married partners' (N = 59 couples) perspectives of their health-related social interactions. Findings revealed that wives' self processes were associated with their social behavior from the perspective of each partner. The wives' self processes differentially predicted wives' and husbands' perspectives of their interactions, however. These findings demonstrate that wives' future expectations for the health of their husband, as well as for their role in maintaining his future health, motivate their current social behavior to promote the positive health lifestyle behaviors of their husband.