Weighted correlation tests for scale families

被引：7
|
作者：
Csörgo, S [1 ]
机构：
[1] Univ Szeged, Bolyai Inst, H-6720 Szeged, Hungary
来源：
TEST | 2002年 / 11卷 / 01期
关键词：
asymptotic distributions; goodness of fit; general scale families; Pareto and Weibull scale families; weighted correlation tests; weighted Wasserstein distances;
D O I：
10.1007/BF02595737
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：
We show that weighted versions of recent correlation tests do not require light underlying tails. We formulate a general theorem concerning the asymptotic null distribution of weighted correlation test statistics for scale families, and demonstrate that the resulting tests may work not only for all Weibull scale families, but, with suitable choices of the weight functions, even for all Pareto scale families, in each of which the scale varies the left endpoint of the distribution.
引用
收藏
页码：219 / 248
页数：30
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