The limit distribution of weighted -goodness-of-fit statistics under fixed alternatives, with applications

被引：0
|
作者：
Baringhaus, L. [1 ]
Ebner, B. [2 ]
Henze, N. [2 ]
机构：
[1] Leibniz Univ Hannover, Inst Math Stochast, Welfengarten 1, D-30167 Hannover, Germany
[2] KIT, Inst Stochast, Englerstr 2, D-76131 Karlsruhe, Germany
来源：
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2017年 / 69卷 / 05期
关键词：
Goodness-of-fit test; Weighted L-2-statistic; Fixed alternative; Empirical transform; Asymptotic equivalence test; EMPIRICAL CHARACTERISTIC FUNCTION; MULTIVARIATE NORMALITY; POISSON-DISTRIBUTION; LAPLACE TRANSFORM; GENERATING FUNCTION; CONSISTENT TESTS; INVARIANT TESTS; OMNIBUS TESTS; EXPONENTIALITY;
D O I：
10.1007/s10463-016-0567-8
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 present a general result on the limit distribution of weighted one- and two-sample -goodness-of-fit test statistics of some hypothesis under fixed alternatives. Applications include an approximation of the power function of such tests, asymptotic confidence intervals of the distance of an underlying distribution with respect to the distributions under H-0, and an asymptotic equivalence test that is able to validate certain neighborhoods of H-0.
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页码：969 / 995
页数：27
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