On Consistent Nonparametric Statistical Tests of Symmetry Hypotheses

Being able to formally test for symmetry hypotheses is an important topic in many fields, including environmental and physical sciences. In this paper, one concentrates on a large family of nonparametric tests of symmetry based on Cramér–von Mises statistics computed from empirical distribution and characteristic functions. These tests possess the highly desirable property of being universally consistent in the sense that they detect any kind of departure from symmetry as the sample size becomes large. The asymptotic behaviour of these test statistics under symmetry is deduced from the theory of first-order degenerate V-statistics. The issue of computing valid p-values is tackled using the multiplier bootstrap method suitably adapted to V-statistics, yielding elegant, easy-to-compute and quick procedures for testing symmetry. A special focus is put on tests of univariate symmetry, bivariate exchangeability and reflected symmetry; a simulation study indicates the good sampling properties of these tests. Finally, a framework for testing general symmetry hypotheses is introduced