More good news on the (only) affine invariant test for multivariate reflected symmetry about an unknown center
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We revisit the problem of testing for multivariate reflected symmetry about an unspecified point. Although this testing problem is invariant with respect to full-rank affine transformations, among the hitherto few proposed tests only the test studied in [12] respects this property. We identify a measure of deviation Δ (say) from symmetry associated with the test statistic T_n (say), and we obtain the limit normal distribution of T_n as n →∞ under a fixed alternative to symmetry. Since a consistent estimator of the variance of this limit normal distribution is available, we obtain an asymptotic confidence interval for Δ. The test, when applied to a classical data set, strongly rejects the hypothesis of reflected symmetry, although other tests even do not object against the much stronger hypothesis of elliptical symmetry.
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