Power maps in goodness-of-fit testing

被引：2

作者：

Fischer, T. ^{[1
]}

Kamps, U. ^{[1
]}

机构：

[1] Rhein Westfal TH Aachen, Inst Stat, D-52056 Aachen, Germany

来源：

COMPUTATIONAL STATISTICS | 2013年 / 28卷 / 03期

关键词：

Monte Carlo simulation; Power study; Goodness-of-fit tests; Type-II censoring; KOLMOGOROV-SMIRNOV TEST; VON MISES STATISTICS; II CENSORED SAMPLES; BETA DISTRIBUTION; ORDER-STATISTICS; ASYMPTOTIC POWER; UNIFORMITY; COMPONENTS; TRANSFORMATION; ALTERNATIVES;

D O I：

10.1007/s00180-012-0361-x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For classical goodness-of-fit tests as well as for their modified versions in case of Type-II right censored data, results of a simulation study are presented, where the powers of the tests under consideration against beta alternatives are illustrated in informative, user-oriented plots that offer the possibility to directly choose the best test statistic in a concrete situation, when some prior belief about the alternative is available. The behavior of powers of respective statistical tests as functions of beta parameters is examined and discussed.

引用

页码：1365 / 1382

页数：18

共 50 条

[1] Power maps in goodness-of-fit testing
T. Fischer
U. Kamps
[J]. Computational Statistics, 2013, 28 : 1365 - 1382
[2] Power Maps in Goodness-of-fit Testing Based on Censored Samples
Fischer, T.
Kamps, U.
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2015, 44 (07) : 1931 - 1974
[3] TESTING GOODNESS-OF-FIT FOR THE POWER LAW PROCESS
RIGDON, SE
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1989, 18 (12) : 4665 - 4676
[4] Copula goodness-of-fit testing: an overview and power comparison
Berg, Daniel
[J]. EUROPEAN JOURNAL OF FINANCE, 2009, 15 (7-8): : 675 - 701
[5] Testing goodness-of-fit with interval data
Vozhov, Stanislav S.
Chimitova, Ekaterina V.
[J]. VESTNIK TOMSKOGO GOSUDARSTVENNOGO UNIVERSITETA-UPRAVLENIE VYCHISLITELNAJA TEHNIKA I INFORMATIKA-TOMSK STATE UNIVERSITY JOURNAL OF CONTROL AND COMPUTER SCIENCE, 2016, 34 (01): : 35 - 42
[6] Order statistics in goodness-of-fit testing
Glen, AG
Leemis, LM
Barr, DR
[J]. IEEE TRANSACTIONS ON RELIABILITY, 2001, 50 (02) : 209 - 213
[7] Minimax nonparametric goodness-of-fit testing
Ingster, YI
Suslina, IA
[J]. FOUNDATIONS OF STATISTICAL INFERENCE, 2003, : 141 - 152
[8] Goodness-of-fit testing: the thresholding approach
Kim, Min Hee
Akritas, Michael G.
[J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2012, 24 (01) : 119 - 138
[9] Goodness-of-fit testing for fractional diffusions
Podolskij M.
Wasmuth K.
[J]. Statistical Inference for Stochastic Processes, 2013, 16 (2) : 147 - 159
[10] Testing goodness-of-fit based on a roughness measure
Huang, LS
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1997, 92 (440) : 1399 - 1402

← 1 2 3 4 5 →