On the asymptotic power of a goodness-of-fit test based on a cumulative Kullback-Leibler discrepancy

DOI10.1016/J.SPL.2016.09.023zbMath1463.62129OpenAlexW2528546287WikidataQ58228966 ScholiaQ58228966MaRDI QIDQ342767

Eduardo Gutiérrez-Peña, Stephen G. Walker, Alberto Contreras-Cristán

Publication date: 18 November 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.09.023

zbMATH Keywords

information measureEDF statisticpower of a test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• Unnamed Item
• Concerning rates of convergence of Riemann sums
• Asymptotic Efficiency of Nonparametric Tests
• Asymptotic properties of a goodness-of-fit test based on maximum correlations
• Posterior Distribution of Percentiles: Bayes' Theorem for Sampling from a Population
• Rates of Convergence of Estimates and Test Statistics
• A Test of Goodness of Fit

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