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https://research.matf.bg.ac.rs/handle/123456789/1881
Title: | New consistent characterization based goodness-of-fit tests |
Authors: | Cuparić, Marija Milošević, Bojana Obradović, Marko |
Affiliations: | Probability and Mathematical Statistics Probability and Mathematical Statistics Probability and Mathematical Statistics |
Issue Date: | 2019 |
Rank: | M32 |
Publisher: | Palermo : Institute of Mathematical Statistics |
Related Publication(s): | European Meeting of Statisticians EMS 2019 |
Conference: | European Meeting of Statisticians(2019 ; Palermo) |
Abstract: | We present new classes of consistent goodness-of-fit tests based on V-empirical Laplace transforms. The test statistics represent the quadratic and supremum-norm distances between appropriate functions. We inspect their properties for the particular case of testing null exponential distribution. In an extensive comparison study, we show that the tests have high Bahadur efficiencies. In addition, we compare them in the cases of small and moderate sample sizes via empirical powers. |
URI: | https://research.matf.bg.ac.rs/handle/123456789/1881 |
Appears in Collections: | Research outputs |
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