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Symmetry 2009, 1(2), 180-200; doi:10.3390/sym1020180

Testing Group Symmetry of a Multivariate Distribution

Department of Statistics and Probability, Michigan State University, East Lansing, MI 48824-1027, USA
Received: 15 September 2009 / Accepted: 24 November 2009 / Published: 26 November 2009
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We propose and study a general class of tests for group symmetry of a multivariate distribution, which encompasses different types of symmetry, such as ellipsoidal and permutation symmetries among others. Our approach is based on supremum norms of special empirical processes combined with bootstrap. We show that these tests are consistent against any fixed alternative. This work generalizes the methodology of Koltchinskii and Sakhanenko [7], developed for ellipsoidal symmetry to the case of group symmetry. It also provides a unified approach to testing different types of symmetry of a multivariate distribution.
Keywords: symmetric distributions; Donsker class; linear operator symmetric distributions; Donsker class; linear operator
This is an open access article distributed under the Creative Commons Attribution License (CC BY 3.0).

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Sakhanenko, L. Testing Group Symmetry of a Multivariate Distribution. Symmetry 2009, 1, 180-200.

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