Decompositions of Pearson's chi-squared test

DOI10.1016/j.jeconom.2003.10.032zbMath1328.62258OpenAlexW2158696923MaRDI QIDQ899527

Gianna Boero, Kenneth F. Wallis, Jeremy Smith

Publication date: 29 December 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2003.10.032

zbMATH Keywords

goodness-of-fitPearson's chi-squared testtests of distributional assumptions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Related Items (2)

A Decomposition of Pearson–Fisher and Dzhaparidze–Nikulin Statistics and Some Ideas for a More Powerful Test Construction ⋮ The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data

Cites Work

• THE POWER AND SIZE OF NONPARAMETRIC TESTS FOR COMMON DISTRIBUTIONAL CHARACTERISTICS
• The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data
• Nonparametric Tests of Stochastic Dominance in Income Distributions
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