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Zapiski Nauchnykh Seminarov POMI, 2012, Volume 408, Pages 115–130 (Mi znsl5496)  

This article is cited in 5 scientific papers (total in 5 papers)

Goodness-of-fit tests for the power function distribution based on Puri–Rubin characterization and their efficiencies

K. Yu. Volkova, Ya. Yu. Nikitin

St. Petersburg State University, Department of Mathematics and Mechanics, St. Petersburg, Russia
Full-text PDF (265 kB) Citations (5)
References:
Abstract: We construct integral and supremum type goodness-of-fit tests for the family of power distribution functions. Test statistics are functionals of $U$-empirical processes and are based on the classical characterization of power function distribution family belonging to Puri and Rubin. We describe the logarithmic large deviation asymptotics of test statistics under null-hypothesis, and calculate their local Bahadur efficiency under common parametric alternatives. Conditions of local optimality of new statistics are given.
Key words and phrases: power distribution function, $U$-statistics, characterization, Bahadur efficiency, hypothesis testing, local optimality.
Received: 02.10.2012
English version:
Journal of Mathematical Sciences (New York), 2014, Volume 199, Issue 2, Pages 130–138
DOI: https://doi.org/10.1007/s10958-014-1840-0
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: K. Yu. Volkova, Ya. Yu. Nikitin, “Goodness-of-fit tests for the power function distribution based on Puri–Rubin characterization and their efficiencies”, Probability and statistics. Part 18, Zap. Nauchn. Sem. POMI, 408, POMI, St. Petersburg, 2012, 115–130; J. Math. Sci. (N. Y.), 199:2 (2014), 130–138
Citation in format AMSBIB
\Bibitem{VolNik12}
\by K.~Yu.~Volkova, Ya.~Yu.~Nikitin
\paper Goodness-of-fit tests for the power function distribution based on Puri--Rubin characterization and their efficiencies
\inbook Probability and statistics. Part~18
\serial Zap. Nauchn. Sem. POMI
\yr 2012
\vol 408
\pages 115--130
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl5496}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3032212}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2014
\vol 199
\issue 2
\pages 130--138
\crossref{https://doi.org/10.1007/s10958-014-1840-0}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84902274852}
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  • https://www.mathnet.ru/eng/znsl/v408/p115
  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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