On the asymptotic power of a goodness-of-fit test based on a cumulative Kullback-Leibler discrepancy

DOI10.1016/J.SPL.2016.09.023MaRDI QIDQ342767zbMATH OpenOpenAlexWikidataFDO

Authors A. Contreras-Cristán, E. Gutiérrez-Peña, Stephen G. Walker

Publication date 18 November 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2016.09.023

zbMATH Keywords

information measureEDF statisticpower of a test

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Goodness-of-fit tests based on Kullback-Leibler discrimination information
• General treatment of goodness-of-fit tests based on Kullback-Leibler information
• Goodness-of-Fit Test for Exponentiality Based on Kullback–Leibler Information
• Power of a class of goodness-of-fit tests. I
• Publication:4729175

Cites work

• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• A Test of Goodness of Fit
• Asymptotic Efficiency of Nonparametric Tests
• Asymptotic properties of a goodness-of-fit test based on maximum correlations
• Concerning rates of convergence of Riemann sums
• Posterior Distribution of Percentiles: Bayes' Theorem for Sampling from a Population
• Rates of Convergence of Estimates and Test Statistics

Cited in

(4)

• An \(\ell^\infty\) asymptotically nearly minimax goodness of fit test
• scientific article; zbMATH DE number 4113761 (Why is no real title available?)
• Goodness-of-fit tests based on Kullback-Leibler discrimination information
• Some tests for the power series distibutions in one parameter using the kullback-leibler information measure

This page was built for publication: On the asymptotic power of a goodness-of-fit test based on a cumulative Kullback-Leibler discrepancy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q342767)