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https://research.matf.bg.ac.rs/handle/123456789/1878
Title: | New consistent goodness-of-fit tests based on V-empirical Laplace transforms | Authors: | Cuparić, Marija Milošević, Bojana Obradović, Marko |
Affiliations: | Probability and Mathematical Statistics Probability and Mathematical Statistics Probability and Mathematical Statistics |
Issue Date: | 2018 | Rank: | M32 | Publisher: | Pisa : ERICM Workgroup | Related Publication(s): | 11. CMStatistics 2018 | Conference: | CMStatistics(11 ; 2018 ; Pisa) | Abstract: | New goodness-of-fit tests are proposed which employ the equidistribution characterizations. Based on V-empirical Laplace transforms of equidistributed statistics, test statistics of Lp-type are constructed. Their asymptotic properties are derived. To assess their quality, the approximate Bahadur efficiency is used. For small sample sizes, a simulated power study is performed. The tests are shown to be very efficient and powerful in comparison to some common competitors. |
URI: | https://research.matf.bg.ac.rs/handle/123456789/1878 |
Appears in Collections: | Research outputs |
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