Displaying similar documents to “Power of A Class of Goodness-of-Fit Tests I”

A class of tests for exponentiality based on a continuum of moment conditions

Simos G. Meintanis (2009)

Kybernetika

Similarity:

The empirical moment process is utilized to construct a family of tests for the null hypothesis that a random variable is exponentially distributed. The tests are consistent against the 'new better than used in expectation' (NBUE) class of alternatives. Consistency is shown and the limit null distribution of the test statistic is derived, while efficiency results are also provided. The finite-sample properties of the proposed procedure in comparison to more standard procedures are investigated...

On the role played by the fixed bandwidth in the Bickel-Rosenblatt goodness-of-fit test.

Carlos Tenreiro (2005)

SORT

Similarity:

For the Bickel-Rosenblatt goodness-of-fit test with fixed bandwidth studied by Fan (1998) we derive its Bahadur exact slopes in a neighbourhood of a simple hypothesis f = f and we use them to get a better understanding on the role played by the smoothing parameter in the detection of departures from the null hypothesis. When f is an univariate normal distribution and we take for kernel the standard normal density function, we compute these slopes for a set of Edgeworth alternatives which...

On the asymptotic efficiency of the multisample location-scale rank tests and their adjustment for ties

František Rublík (2007)

Kybernetika

Similarity:

Explicit formulas for the non-centrality parameters of the limiting chi-square distribution of proposed multisample rank based test statistics, aimed at testing the hypothesis of the simultaneous equality of location and scale parameters of underlying populations, are obtained by means of a general assertion concerning the location-scale test statistics. The finite sample behaviour of the proposed tests is discussed and illustrated by simulation estimates of the rejection probabilities....