Simple, asymptotically distribution-free, optimal tests for circular reflective symmetry about a known median direction
Christophe Ley, Thomas Verdebout

TL;DR
This paper introduces simple, optimal, and distribution-free tests for circular reflective symmetry around a known median, leveraging k-sine-skewed distributions and Le Cam methodology, with proven small sample effectiveness and applications to real data.
Contribution
It develops the first uniformly optimal, semi-parametric tests for circular symmetry that are simple, distribution-free, and applicable to various alternatives, including uniformity against cardioid distributions.
Findings
Tests are asymptotically normal and distribution-free.
Monte Carlo simulations show good small sample properties.
One test coincides with the classical Rayleigh test for uniformity.
Abstract
In this paper, we propose optimal tests for circular reflective symmetry about a fixed median direction. The distributions against which optimality is achieved are the so-called k-sine-skewed distributions of Umbach and Jammalamadaka (2009). We first show that sequences of k-sine-skewed models are locally and asymptotically normal in the vicinity of reflective symmetry. Following the Le Cam methodology, we then construct optimal (in the maximin sense) parametric tests for reflective symmetry, which we render semi-parametric by a studentization argument. These asymptotically distribution-free tests happen to be uniformly optimal (under any reference density) and are moreover of a very simple and intuitive form. They furthermore exhibit nice small sample properties, as we show through a Monte Carlo simulation study. Our new tests also allow us to re-visit the famous red wood ants data set…
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Taxonomy
TopicsBayesian Methods and Mixture Models · Financial Risk and Volatility Modeling · Statistical Methods and Bayesian Inference
