Displaying similar documents to “Testing randomness of spatial point patterns with the Ripley statistic”

Goodness-of-fit tests in long-range dependent processes under fixed alternatives

Holger Dette, Kemal Sen (2013)

ESAIM: Probability and Statistics

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In a recent paper Fay and Philippe [6 (2002) 239–258] proposed a goodness-of-fit test for long-range dependent processes which uses the logarithmic contrast as information measure. These authors established asymptotic normality under the null hypothesis and local alternatives. In the present note we extend these results and show that the corresponding test statistic is also normally distributed under fixed alternatives.

Goodness-of-fit test for long range dependent processes

Gilles Fay, Anne Philippe (2010)

ESAIM: Probability and Statistics

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In this paper, we make use of the information measure introduced by Mokkadem (1997) for building a goodness-of-fit test for long-range dependent processes. Our test statistic is performed in the frequency domain and writes as a non linear functional of the normalized periodogram. We establish the asymptotic distribution of our statistic under the null hypothesis. Under specific alternative hypotheses, we prove that the power converges to one. The performance of our test procedure is illustrated...

Unit root test under innovation outlier contamination small sample case

Lynda Atil, Hocine Fellag, Karima Nouali (2006)

Discussiones Mathematicae Probability and Statistics

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The two sided unit root test of a first-order autoregressive model in the presence of an innovation outlier is considered. In this paper, we present three tests; two are usual and one is new. We give formulas computing the size and the power of the three tests when an innovation outlier (IO) occurs at a specified time, say k. Using a comparative study, we show that the new statistic performs better under contamination. A Small sample case is considered only.

Power comparison of Rao′s score test, the Wald test and the likelihood ratio test in (2xc) contingency tables

Anita Dobek, Krzysztof Moliński, Ewa Skotarczak (2015)

Biometrical Letters

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There are several statistics for testing hypotheses concerning the independence of the distributions represented by two rows in contingency tables. The most famous are Rao′s score, the Wald and the likelihood ratio tests. A comparison of the power of these tests indicates the Wald test as the most powerful.

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

Carlos Tenreiro (2005)

SORT

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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...