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Zapiski Nauchnykh Seminarov POMI, 2012, Volume 408, Pages 115–130
(Mi znsl5496)
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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
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
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
Linking options:
https://www.mathnet.ru/eng/znsl5496 https://www.mathnet.ru/eng/znsl/v408/p115
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Abstract page: | 213 | Full-text PDF : | 63 | References: | 31 |
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