Optimal goodness-of-fit tests for location-scale families of distributions based on the sum of squares of L-statistics

DOI10.1214/aos/1176346595zbMath0576.62031OpenAlexW2088183334MaRDI QIDQ1064694

David M. Mason, Vincent N. La Riccia

Publication date: 1985

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346595

zbMATH Keywords

order statistics power composite hypotheses continuous time regression generalized likelihood ratio optimal goodness-of-fit tests sum of squares of L-statistics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Order statistics; empirical distribution functions (62G30) Asymptotic properties of parametric tests (62F05)

Related Items (8)

Regression type tests for parametric hypotheses based on sums of squared L-statistics ⋮ Data-driven smooth tests for a location-scale family revisited ⋮ Detection of non-Gaussianity ⋮ A Berry-Esseen-type theorem of quantile density estimators ⋮ Parametric testing procedures for type II censorkd data sets based on the qtantile function ⋮ Parametric testing procedures for type II censorkd data sets based on the qtantile function ⋮ Optimal goodness-of-fit tests for normality against skewness and kurtosis alternatives ⋮ Almost-sure uniform error bounds of general smooth estimators of quantile density functions.

This page was built for publication: Optimal goodness-of-fit tests for location-scale families of distributions based on the sum of squares of L-statistics