73
Views
117
CrossRef citations to date
0
Altmetric
Theory and Methods

Data-Driven Version of Neyman's Smooth Test of Fit

Pages 1000-1005 | Received 01 Oct 1992, Published online: 27 Feb 2012

References

  • Anderson , T. W. and Darling , D. A. 1952 . “Asymptotic Theory of Certain ‘Goodness-of-Fit’ Criteria Based on Stochastic Processes,” . The Annals of Mathematical Statistics , 23 : 193 – 212 .
  • Barron , A. R. and Cover , T. M. 1991 . “Minimum Complexity Density Estimation,” . IEEE Transactions on Information Theory , 37 : 1034 – 1054 .
  • Crain , B. R. 1974 . “Estimation of Distributions Using Orthonormal Expansions,” . The Annals of Statistics , 2 : 454 – 463 .
  • Cressie , N. and Read , T. R. C. 1989 . “Pearson's X2 and the Likelihood Ratio Statistic G2: A Comparative Review,” . International Statistical Review , 57 : 19 – 43 .
  • D'Agostino , R. B. and Stephens , M. A. 1986 . Goodness-of-Fit Techniques , New York : Marcel Dekker .
  • Davis , P. J. and Rabinowitz , P. 1975 . Methods of Numerical Integration , New York : Academic Press .
  • Haughton , D. M. A. 1988 . “On the Choice of a Model to Fit Data from an Exponential Family,” . The Annals of Statistics , 16 : 342 – 355 .
  • Haughton , D. M. A. 1989 . “Size of the Error in the Choice of a Model to Fit Data from an Exponential Family,” . Sankhya , 51 : 45 – 58 . Ser. A
  • Inglot , T. , Jurlewicz , T. and Ledwina , T. 1990 . “On Neyman-Type Smooth Tests of Fit,” . Statistics , 21 : 549 – 568 .
  • Inglot , T. , Kallenberg , W. C. M. and Ledwina , T. 1994 . “Power Approximations to and Power Comparison of Certain Goodness-of-Fit Tests,” . Scandinavian Journal of Statistics , (to appear)
  • Kallenberg , W. C. M. 1981 . “Bahadur Deficiency of Likelihood Ratio Tests in Exponential Families,” . Journal of Multivariate Analysis , 11 : 506 – 531 .
  • LaRiccia , V. N. 1991 . “Smooth Goodness-of-Fit Tests: A Quantile Function Approach,” . Journal of the American Statistical Association , 86 : 427 – 431 .
  • Marsaglia , G. and Zaman , A. 1991 . “A New Class of Random Numbers Generators,” . The Annals of Applied Probability , 1 : 462 – 480 .
  • Milbrodt , H. and Strasser , H. 1990 . “On the Asymptotic Power of the Two-Sided Kolmogorov-Smirnov Test,” . Journal of Statistical Planning and Inference , 26 : 1 – 23 .
  • Miller , F. L. and Quesenberry , C. P. 1979 . “Power Studies of Tests for Uniformity II,” . Communications in Statistics, Part B—Simulation and Compulations , 8 : 271 – 290 .
  • Neuhaus , G. 1987 . “Local Asymptotics for Linear Rank Statistics with Estimated Score Functions,” . The Annals of Statistics , 15 : 491 – 512 .
  • Neuhaus , G. 1988 . “Addendum to: Local Asymptotics for Linear Rank Statistics with Estimated Score Functions,” . The Annals of Statistics , 16 : 1342 – 1343 .
  • Neyman , J. 1937 . “‘Smooth’ Test for Goodness of Fit,” . Skandinavisk Aktuarietidskrift , 20 : 150 – 199 .
  • Oosterhoff , J. 1985 . “The Choice of Cells in Chi-Square Tests,” . Statistica Neerlandica , 39 : 115 – 128 .
  • Portnoy , S. 1988 . “Asymptotic Behaviour of Likelihood Methods for Exponential Families When the Number of Parameters Tends to Infinity,” . The Annals of Statistics , 16 : 356 – 366 .
  • Raftery , A. E. 1986 . “Choosing Models for Cross-Classifications,” . American Sociological Review , 51 : 145 – 146 .
  • 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,” . International Statistical Review , 58 : 9 – 17 .
  • Rissanen , J. 1983 . “A Universal Prior for Integers and Estimation by Minimum Description Length,” . The Annals of Statistics , 11 : 416 – 431 .
  • Rissanen , J. 1986 . “Stochastic Complexity and Modeling,” . The Annals of Statistics , 14 : 1080 – 1100 .
  • Rissanen , J. 1987 . “Stochastic Complexity,” . Journal of the Royal Statistical Society , 49 : 223 – 239 . Ser. B
  • Schwarz , G. 1978 . “Estimating the Dimension of a Model,” . The Annals of Statistics , 6 : 461 – 464 .
  • Shorack , G. R. and Wellner , J. A. 1986 . Empirical Processes With Applications to Statistics , New York : John Wiley .
  • Stephens , M. A. 1974 . “EDF Statistics for Goodness of Fit and Some Comparisons,” . Journal of the American Statistical Association , 69 : 730 – 737 .
  • Stroud , A. H. and Secrest , D. 1966 . Gaussian Quadrature Formulas , Englewood Cliffs , NJ : Prentice-Hall .
  • Wallace , C. S. and Freeman , P. R. 1987 . “Estimation and Inference by Compact Coding,” . Journal of the Royal Statistical Society , 49 : 240 – 265 . Ser. B
  • Watson , G. S. 1961 . “Goodness-of-Fit Tests on a Circle,” . Biometrika , 48 : 109 – 114 .
  • Wilkinson , J. H. and Reinsch , C. 1971 . Linear Algebra , Berlin : Springer .
  • Woodroofe , M. 1982 . “On Model Selection and Arc Sine Laws,” . The Annals of Statistics , 10 : 1182 – 1194 .

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.