A goodness-of-fit test with nuisance parameters: Numerical performance
type: Item
instance of: scholarly article
title: A goodness-of-fit test with nuisance parameters: Numerical performance
zbMATH Open document ID: 1004.62048
DOI: 10.1016/S0378-3758(01)00108-2
author: Jan Picek
author: Pranab K. Sen
author: Jana Jurečková
published in: Journal of Statistical Planning and Inference
publication date: 2002-05-28T00:00:00Z
review text: \textit{J. Jurečková} and \textit{P.K. Sen} [ibid. 91, No. 2, 377-397 (2000; Zbl 0970.62025)] proposed goodness-of-fit tests for models admitting nuisance location or nuisance location and scale parameters, based on the difference of two estimators of the location parameter, that are asymptotically first-order equivalent iff the null hypothesis is true. We illustrate here the numerical performance of these tests on simulated data, demonstrating their applicability to practical problems. Comparisons are also made with the well-known Shapiro-Wilk goodness-of-fit test.
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 1746172
zbMATH Keywords: L-estimator
zbMATH Keywords: nuisance scale
zbMATH Keywords: empirical quantiles
zbMATH Keywords: R-estimators
zbMATH Keywords: M-estimators
zbMATH Keywords: nuisance location
zbMATH Keywords: Shapiro-Wilk goodness-of-fit test
MaRDI profile type: Publication
cites work: Asymptotic distributions for quadratic forms with applications to tests of fit
cites work: Q5684085
cites work: Estimates of Location Based on Rank Tests
cites work: Effect of the initial estimator on the asymptotic behavior of one-step M- estimator
cites work: Q4879539
cites work: Goodness-of-fit tests and second-order asymptotic relations
cites work: On the Estimation of Relative Potency in Dilution (-Direct) Assays by Distribution-Free Methods
cites work: Q4214847
cites work: An analysis of variance test for normality (complete samples)
full work available at URL: s0378-3758(01)00108-2
OpenAlex ID: W2085937517
description: scientific article; zbMATH DE number 1746172