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Approximations to powers of phi-disparity goodness-of-fit tests

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Menéndez Calleja, María Luisa and Morales González, Domingo and Pardo Llorente, Leandro and Vadja, Igor (2001) Approximations to powers of phi-disparity goodness-of-fit tests. Communications in statistics. Theory and methods, 30 (1). pp. 105-134. ISSN 0361-0926

Official URL: http://www.tandfonline.com/doi/full/10.1081/STA-100001562


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Abstract

The paper studies a class of tests based on disparities between the real-valued data and theoretical models resulting either from fixed partitions of the observation space, or from the partitions by the sample quantiles of fixed orders. In both cases there are considered the goodness-of-fit tests of simple and composite hypotheses. All tests are shown to be consistent, and their power is evaluated at the nonlocal as well as local alternatives.


Item Type:Article
Uncontrolled Keywords:disparity of data and models; quantization; random quantization; goodness-of-fit tests; consistency of tests; power of tests; fixed alternatives; local alternatives; robustness; efficiency; statistics; divergence; model
Subjects:Sciences > Mathematics > Applied statistics
ID Code:18057
Deposited On:30 Jan 2013 09:35
Last Modified:30 Jan 2013 09:35

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