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Approximations to powers of phi-disparity goodness-of-fit tests.

Result description

The paper studies a class of tests based on disparities between the real-valued data and theoretical models resulting either from fixed partitions of the observation space, or from the partitions by the sample quantiles of fixed orders. In both cases there are considered the goodness-of-fit tests of simple and composite hypotheses. All tests are shown to be consistent, and their power is evaluated at the nonlocal as well as local alternatives.

Keywords

disparity of data and modelsquantizationrandom quantization

The result's identifiers

Alternative languages

  • Result language

    angličtina

  • Original language name

    Approximations to powers of phi-disparity goodness-of-fit tests.

  • Original language description

    The paper studies a class of tests based on disparities between the real-valued data and theoretical models resulting either from fixed partitions of the observation space, or from the partitions by the sample quantiles of fixed orders. In both cases there are considered the goodness-of-fit tests of simple and composite hypotheses. All tests are shown to be consistent, and their power is evaluated at the nonlocal as well as local alternatives.

  • Czech name

  • Czech description

Classification

  • Type

    Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BD - Information theory

  • OECD FORD branch

Result continuities

Others

  • Publication year

    2001

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Communications in Statistics. Part A. Theory and Methods

  • ISSN

    0361-0926

  • e-ISSN

  • Volume of the periodical

    30

  • Issue of the periodical within the volume

    1

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    30

  • Pages from-to

    105-134

  • UT code for WoS article

  • EID of the result in the Scopus database

Basic information

Result type

Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

Jx

CEP

BD - Information theory

Year of implementation

2001