Quasi Most Powerful Invariant Goodness‐of‐fit Tests

DOI10.1111/1467-9469.00338zbMath1053.62024OpenAlexW1993489487MaRDI QIDQ4828208

Benoît Frichot, Gilles R. Ducharme

Publication date: 24 November 2004

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00338

zbMATH Keywords

Laplace methodgoodness-of-fit testmaximal invariantlocation-scale familiesmost powerful invariant test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

Related Items (7)

A note on the most powerful invariant test of Rayleigh against exponential distribution ⋮ Approximations to most powerful invariant tests for multinormality against some irregular alternatives ⋮ On the Durbin-Wagle randomization device and some of its applications ⋮ Remedying the Neyman–Scott phenomenon in model discrimination ⋮ A note on asymptotic expansions for the power of perturbed tests ⋮ General Saddlepoint Approximation for Testing Separate Location-Scale Families of Hypotheses ⋮ Testing Normality Against the Logistic Distribution Using Saddlepoint Approximation

Cites Work

• Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
• ASYMPTOTIC NORMALITY OF LINEAR RANK STATISTICS UNDER ALTERNATIVES
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Quasi Most Powerful Invariant Goodness‐of‐fit Tests