Comparison of efficiencies of some symmetry tests around an unknown centre |
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Authors: | Bojana Milošević Marko Obradović |
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Affiliation: | Faculty of Mathematics, University of Belgrade, Belgrade, Serbia |
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Abstract: | In this paper, some recent and classical tests of symmetry are modified for the case of an unknown centre. The unknown centre is estimated with its α-trimmed mean estimator. The asymptotic behaviour of the new tests is explored. The local approximate Bahadur efficiency is used to compare the tests to each other as well as to some other tests. |
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Keywords: | U-statistics with estimated parameters α-trimmed mean asymptotic efficiency |
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