Asymptotic comparison of Cramér-Von Mises and nonparametric function estimation techniques for testing goodness-of-fit.

Auteur(s)
Eubank, R.L. & LaRiccia, V.N.
Jaar
Samenvatting

Two new statistics for testing goodness-of-fit are derived from the viewpoint of nonparametric density estimation. These statistics are closely related to the Neyman smooth and Cramér-von Mises statistics but are shown to have superior properties both through asymptotic and small sample analyses. Comparison of the proposed tests with the Cramér-von Mises statistic requires the development of a novel technique for comparing tests that are capable of detecting local alternatives converging to the null at different rates.

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Publicatie

Bibliotheeknummer
940294 ST [electronic version only]
Uitgave

The Annual of Statistics, Vol. 20 (1992), No. 4, p. 2071-2086, 22 ref.

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