Please use this identifier to cite or link to this item: 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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