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

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页码：645 / 664

页数：19

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