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Correlation-type goodness-of-fit tests based on independence characterizations

Correlation-type goodness-of-fit tests based on independence characterizations This paper uses independence-type characterizations to propose a class of test statistics which can be used for testing goodness-of-fit with several classes of null distributions. The resulting tests are consistent against fixed alternatives. Some limiting and small sample properties of the test statistics are explored. In comparison with common universal goodness-of-fit tests, the new tests exhibit better power for most of the alternatives considered, while in comparison with another characterization-based procedure, the new tests provide competitive or comparable power in various simulation settings. The handiness of the proposed tests is demonstrated through several real-data examples. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png AStA Advances in Statistical Analysis Springer Journals

Correlation-type goodness-of-fit tests based on independence characterizations

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References (15)

Publisher
Springer Journals
Copyright
Copyright © Springer-Verlag GmbH Germany, part of Springer Nature 2023. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
ISSN
1863-8171
eISSN
1863-818X
DOI
10.1007/s10182-023-00475-x
Publisher site
See Article on Publisher Site

Abstract

This paper uses independence-type characterizations to propose a class of test statistics which can be used for testing goodness-of-fit with several classes of null distributions. The resulting tests are consistent against fixed alternatives. Some limiting and small sample properties of the test statistics are explored. In comparison with common universal goodness-of-fit tests, the new tests exhibit better power for most of the alternatives considered, while in comparison with another characterization-based procedure, the new tests provide competitive or comparable power in various simulation settings. The handiness of the proposed tests is demonstrated through several real-data examples.

Journal

AStA Advances in Statistical AnalysisSpringer Journals

Published: Mar 1, 2024

Keywords: Goodness-of-fit; Independence characterizations; Gamma distribution; Inverse Gaussian distribution; Cauchy distribution

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