74
Views
20
CrossRef citations to date
0
Altmetric
Original Articles

Data driven smooth tests for composite hypotheses comparison of powers

&
Pages 101-121 | Received 29 Nov 1995, Published online: 20 Mar 2007

References

  • Angus , J.E. 1982 . Goodness-of-fit tests for exponentiality based on a loss-of-memory type functional equation . J.Statist.Plann.Inference , 6 : 241 – 251 .
  • Ascher , S. 1990 . A survey of tests for exponentiality . Comm.Statist.Theory Methods , 19 : 1811 – 1825 .
  • Baringhaus , L. , Danschke , R. and Henze , N. 1989 . Recent and classical tests for normality — a comparative study . Comm.Statist.Simulation Comput. , 18 : 363 – 379 .
  • Baringhaus , L. and Henze , N. 1992 . An adaptive omnibus test for exponentiality . Comm.Statist.Theory Methods , 21 : 969 – 978 .
  • Bickel , P.J. and Ritov , Y. 1992 . “ Testing for goodness of fit: A new approach ” . In Nonparametric Statistics and Related Topics , Edited by: Saleh , A.K.Md.E. North-Holland : Amsterdam . In
  • Bogdan , M. 1995 . Data driven-versions of Pearson's chi-square test for uniformity . Statist.Comput.Simul. , 52 : 217 – 237 .
  • Bowman , A.W. and Foster , P.J. 1993 . Adaptive smoothing and density-based tests of multivariate normality . J.Amer.Statist.Assoc. , 88 : 529 – 537 .
  • Bozdogan , H. 1987 . Model selection and Akaike's Information Criterion (AIC): the general theory and its analytical extensions . Psychometrika , 52 : 345 – 370 .
  • Chambers , J. M. , Mallows , C. L. and Stuck , B. W. 1976 . A method for simulating stable random variables . J.Amer.Statist.Assoc. , 71 : 340 – 344 .
  • Ebrahimi , N. , Habibullah , M. and Soofi , E.S. 1992 . Testing exponentiality based on Kullback-Leibler information . Roy.Statist.Soc.Ser. , B54 : 739 – 748 .
  • Epps , T. W. and Pulley , L. B. 1983 . A test for normality based on the empirical characteristic function . Biometrika , 70 : 723 – 726 .
  • Eubank , R. L. and Hart , J. D. 1992 . Testing goodness-of-fit in regression via order selection criteria . Ann. Statist. , 20 : 1412 – 1425 .
  • Eubank , R.L. , Hart , J. D. and La Riccia , V. N. 1993 . Testing goodness of fit via nonparametric function estimation techniques . Comm.Statist.Theory Methods , 22 : 3327 – 3354 .
  • Eubank , R. L. and LaRiccia , V. N. 1992 . Aymptotic comparison of Cramer-von Mises and nonparametric function estimation techniques for testing goodness-of-fit . Ann.Statist. , 20 : 2071 – 2086 .
  • Fan , J. 1996 . Test of significance based on wavelet thresholding and Neyman's truncation . Amer.Statist.Assoc. , 91 : 647 – 688 .
  • Gail , M. H. and Gastwirth , J. L. 1978 . A scale-free goodness-of-fit test for the exponential distribution based on the Gini statistic . J.Roy.Statist.Soc.Ser. , B 40 : 350 – 357 .
  • Gan , F. F. and Koehler , K. J. 1990 . Goodness-of-fit tests based on P-P probability plots . Technometrics , 32 : 289 – 303 .
  • Hannan , E. J. 1979 . The determination of the order of an autoregression . Roy.Statist.Soc.Ser. , B 41 : 190 – 195 .
  • Haughton , D. , Haughton , J. and Izenman , A. J. 1990 . Information criteria and harmonic models in time series analysis . Statist.Comput.Simulation , 35 : 187 – 207 .
  • Haughton , D. 1988 . On the choice of a model to fit data from an exponential family . Ann.Statist. , 16 : 342 – 355 .
  • Inglot , T. , Kallenberg , W. C. M. and Ledwina , T. 1994a . Power approximations to and power comparison of certain goodness-of-fit tests . Scand.J.Statist. , 21 : 131 – 145 .
  • Inglot T. Kallenberg W. C. M. Ledwina T. On selection rules, with an application to goodness-of-fit for composite hypotheses University of Twente 1994b Memorandum 1242
  • Inglot , T. and Ledwina , T. 1996 . Asymptotic optimality of data driven Neyman's tests for uniformity . Ann.Statist. , 24 : 1982 – 2019 .
  • Javitz H.S. Generalized smooth tests of goodness of fit, independence, and equality of distributions University of California Berkeley 1975 Unpublished thesis
  • Kallenberg W. C. M. Ledwina T. Data driven smooth tests for composite hypotheses University of Twente 1994 Memorandum 1232
  • Kallenberg , W. C. M. and Ledwina , T. 1995a . Consistency and Monte Carlo simulation of a data driven version of smooth goodness-of-fit tests . Ann.Statist. , 23 : 1594 – 1608 .
  • Kallenberg , W. C. M. and Ledwina , T. 1995b . On data driven Neyman's tests . Probab.Math.Statist. , 15 : 409 – 426 .
  • Kallenberg , W. C. M. and Ledwina , T. 1997 . Data driven smooth tests when the hypothesis is composite . J. Amer.Statist.Assoc , to appear
  • Kopecky , K. J. and Pierce , D. A. 1979 . Efficiency of smooth goodness-of-fit tests . J.Amer.Statist.Assoc , 74 : 393 – 397 .
  • LaRiccia , V. N. 1991 . Smooth goodness-of-fit tests: A quantile function approach . J.Amer.Statist.Assoc. , 86 : 427 – 431 .
  • Le CamLehmann , E. L. , Lehmann , E. L. and Neyman , J. On the occasion of his 80th birthday . Ann.Statist. , 2 ( 3 ) 7 – 11 .
  • Ledwina , T. 1994 . Data driven version of the Neyman smooth test of fit . J.Amer.Statist.Assoc. , 89 ( 3 ) : 1000 – 1005 .
  • Milbrodt , H. and Strasser , H. 1990 . On the asymptotic power of the two-sided Kolmogorov-Smirnov test . J.Statist.Plann.Inference , 26 ( 3 ) : 1 – 23 .
  • Neyman , J. 1937 . 'Smooth test' for goodness of fit . Skand.Aktuarietidskr , 20 ( 3 ) : 149 – 199 .
  • Neyman , J. 1980 . “ Some memorable incidents in probabilistic/statistical studies ” . In Asymptotic Theory of Statistical Tests and Estimation , Edited by: Chakravarti , I.M. New York : Academic . In
  • Nishii , R. 1984 . Asymptotic properties of criteria for selection of variables in multiple regression . Ann.Statist. , 12 : 758 – 765 .
  • Pearson , E. S. , D'Agostino , R. B. and Bowman , K. O. 1977 . Tests for departure from normality: Comparison of powers . Biometrika , 64 : 231 – 246 .
  • Pearson , E. S. and Hartley , H. O. J. 1972 . Biometrika Tables for Statisticians , Cambridge University Press .
  • Rayner , J. C. W. and Best , D. J. 1989 . Smooth Tests of Goodness of Fit , New York : Oxford University Press .
  • Rayner , J. C. W. and Best , D. J. 1990 . Smooth tests of goodness of fit:An overview . Internal.Statist.Rev. , 58 : 9 – 17 .
  • Schwarz , G. 1978 . Estimating the dimension of a model . Ann.Statist. , 6 : 461 – 464 .
  • Thomas , D. R. and Pierce , D. A. 1979 . Neyman's smooth goodness-of-fit test when the hypothesis is composite . J.Amer.Statist.Assoc. , 74 : 441 – 445 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.