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Measuring symmetry and asymmetry of multiplicative distortion measurement errors data

Authors :
Yujie Gai
Gaorong Li
Xia Cui
Jun Zhang
Source :
Braz. J. Probab. Stat. 34, no. 2 (2020), 370-393
Publication Year :
2020
Publisher :
Institute of Mathematical Statistics, 2020.

Abstract

This paper studies the measure of symmetry or asymmetry of a continuous variable under the multiplicative distortion measurement errors setting. The unobservable variable is distorted in a multiplicative fashion by an observed confounding variable. First, two direct plug-in estimation procedures are proposed, and the empirical likelihood based confidence intervals are constructed to measure the symmetry or asymmetry of the unobserved variable. Next, we propose four test statistics for testing whether the unobserved variable is symmetric or not. The asymptotic properties of the proposed estimators and test statistics are examined. We conduct Monte Carlo simulation experiments to examine the performance of the proposed estimators and test statistics. These methods are applied to analyze a real dataset for an illustration.

Details

ISSN :
01030752
Volume :
34
Database :
OpenAIRE
Journal :
Brazilian Journal of Probability and Statistics
Accession number :
edsair.doi.dedup.....12f95ab9cf0a8a5defe9d2fc4adf1954