English
Related papers

Related papers: Bahadur efficiency of EDF based normality tests wh…

200 papers

The test for normality suggested by Epps and Pulley (1983) is a serious competitor to tests based on the empirical distribution function. In contrast to the latter procedures, it has been generalized to obtain a genuine affine invariant and…

Statistics Theory · Mathematics 2021-06-29 Bruno Ebner , Norbert Henze

We study the Bahadur efficiency of several weighted L2--type goodness--of--fit tests based on the empirical characteristic function. The methods considered are for normality and exponentiality testing, and for testing goodness--of--fit to…

Statistics Theory · Mathematics 2023-05-30 Simos G. Meintanis , Bojana Milošević , Marko Obradović

A survey of goodness-of-fit and symmetry tests based on the characterization properties of distributions is presented. This approach became popular in recent years. In most cases the test statistics are functionals of $U$-empirical…

Statistics Theory · Mathematics 2017-07-07 Ya. Yu. Nikitin

We use a characterization of symmetry in terms of extremal order statistics which enables to build several new nonparametric tests of symmetry. We discuss their limiting distributions and calculate their local exact Bahadur efficiency under…

Statistics Theory · Mathematics 2014-03-31 Ya. Yu. Nikitin , M. Ahsanullah

We introduce a new characterization of Pareto distribution and construct integral and supremum type goodness-of-fit tests based on it. Limiting distribution and large deviations of new statistics are described and their local Bahadur…

Statistics Theory · Mathematics 2014-08-21 K. Yu. Volkova

We construct new tests of exponentiality based on Yanev-Chakraborty's characterization of exponential law. We calculate limiting distributions of new tests, local Bahadur efficiency for common alternatives and describe conditions of their…

Statistics Theory · Mathematics 2014-05-29 K. Y. Volkova

In this paper, some recent and classical tests of symmetry are modified for the case of an unknown center. The unknown center is estimated with its $\alpha$-trimmed mean estimator. The asymptotic behavior of the new tests is explored. The…

Methodology · Statistics 2018-09-28 Bojana Milošević , Marko Obradović

In this paper a new class of uniformity tests is proposed. It is shown that those tests are applicable to the cases of any simple null hypothesis as well as for the composite null hypothesis of rectangular distributions on arbitrary…

Methodology · Statistics 2018-08-21 Bojana Milošević

New goodness-of-fit tests for exponentiality based on a particular property of exponential law are constructed. Test statistics are functionals of U-empirical processes. The first of these statistics is of integral type, the second one is a…

Statistics Theory · Mathematics 2016-03-08 Ya. Yu. Nikitin , K. Yu. Volkova

For a sequence of independent identically distributed random variables having a distribution function with an unknown parameter from a set $\Theta \subset \mathbf{R}^d$, we prove an analogue of the lower bound of Bahadur asymptotic…

Statistics Theory · Mathematics 2026-04-06 Mikhail Ermakov

We introduce new test statistic to test the independence of two multi-dimensional random variables. Based on the $L_1$-distance and the historgram density estimation method, the test is compared via Bahadur relative efficiency to several…

Statistics Theory · Mathematics 2012-11-09 Noureddine Berrahou , Lahcen Douge

The efficiency of distribution-free {\it integrated} goodness-of-fit tests was studied by Henze and Nikitin (2000, 2002) under location alternatives. We calculate local Bahadur efficiencies of these tests under more realistic generalized…

Statistics Theory · Mathematics 2016-05-25 A. Durio , Ya. Yu. Nikitin

Population quantiles and their functions are important parameters in many applications. For example, the lower quantiles often serve as crucial quality indices for forestry products. Given several independent samples from populations…

Statistics Theory · Mathematics 2013-08-14 Jiahua Chen , Yukun Liu

This paper presents new fast exact feasibility tests for uniprocessor real-time systems using preemptive EDF scheduling. Task sets which are accepted by previously described sufficient tests will be evaluated in nearly the same time as with…

Other Computer Science · Computer Science 2011-11-09 Karsten Albers , Frank Slomka

In this paper, we establish a uniform error rate of a Bahadur representation for local polynomial estimators of quantile regression functions. The error rate is uniform over a range of quantiles, a range of evaluation points in the…

Statistics Theory · Mathematics 2015-08-27 Sokbae Lee , Kyungchul Song , Yoon-Jae Whang

In this paper we present a new characterization of Pareto distribution and consider goodness of fit tests based on it. We provide an integral and Kolmogorov- Smirnov type statistics based on U-statistics and we calculate Bahadur efficiency…

Statistics Theory · Mathematics 2015-12-31 Marko Obradović , Milan Jovanović , Bojana Milošević

We present new consistent goodness-of-fit tests for exponential distribution, based on the Desu characterization. The test statistics represent the weighted $L^2$ and $L^{\infty}$ distances between appropriate V-empirical Laplace transforms…

Statistics Theory · Mathematics 2022-02-18 Marija Cuparić , Bojana Milošević , Marko Obradović

A natural (yet unconventional) test for goodness-of-fit measures the discrepancy between the model and empirical distributions via their Euclidean distance (or, equivalently, via its square). The present paper characterizes the statistical…

Computation · Statistics 2012-06-28 William Perkins , Gary Simon , Mark Tygert

Two new tests for exponentiality, of integral and Kolmogorov type, are proposed. They are based on a recent characterization and formed using appropriate V-statistics. Their asymptotic properties are examined and their local Bahadur…

Methodology · Statistics 2015-03-20 Bojana Milošević

We construct integral and supremum type goodness-of-fit tests for the family of power distribution functions. Test statistics are functionals of $U-$empirical processes and are based on the classical characterization of power function…

Statistics Theory · Mathematics 2014-08-21 Ya. Yu. Nikitin , K. Yu. Volkova
‹ Prev 1 2 3 10 Next ›