Goodness-of-fit tests based on a robust measure of skewness (Q626221): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
m rollbackEdits.php mass rollback Tag: Rollback |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1999389716 / rank | |||
Revision as of 17:58, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Goodness-of-fit tests based on a robust measure of skewness |
scientific article |
Statements
Goodness-of-fit tests based on a robust measure of skewness (English)
0 references
22 February 2011
0 references
Goodness of fit tests for an i.i.d. sample \(x_1\),\dots,\(x_n\) are considered based on the medcouple statistics \[ MC(F)=\text{med}_{x_k<m_F<x_j}((x_j-m_F)-(m_F-x_k))(x_j-x_k)^{-1}, \] where \(F\) is the distribution corresponding to \(H_0\), and \(m_F\) is the median of \(F\). MC computed by the left and right halves of the sample is also used. The performance of the tests is investigated by simulations. Applications to sociological and economic data are presented.
0 references
medcouple statistics, median, Jarque-Bera test
0 references