Data-driven smooth tests for a location-scale family revisited

被引：3
|
作者：
Janic A. [1 ]
Ledwina T. [2 ]
机构：
[1] Institute of Mathematics and Informatics, Wrocław University of Technology, Wrocław, 50-370
[2] Institute of Mathematics, Polish Academy of Sciences, Wrocław, 51-617
来源：
Journal of Statistical Theory and Practice | 2009年 / 3卷 / 3期
关键词：
Efficient score statistic; Goodness-of-fit test; Model selection; Schwarz’s rule; Test for extreme value distribution; Test for normality;
D O I：
10.1080/15598608.2009.10411952
中图分类号：
学科分类号：
摘要：
A new data-driven, smooth goodness of test for a location-scale family is proposed and studied. The new test statistic is a combination of an efficient score statistic and an appropriate selection rule. Some examples are presented and by using extensive simulations the test is shown to have desirable properties. © 2009 Taylor & Francis Group, LLC. All rights reserved.
引用
收藏
页码：645 / 664
页数：19
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