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

DOI10.1016/J.SPL.2016.09.023zbMATH Open1463.62129OpenAlexW2528546287WikidataQ58228966 ScholiaQ58228966MaRDI QIDQ342767FDOQ342767

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

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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)

Cites Work

• Asymptotic Efficiency of Nonparametric Tests
• Asymptotic properties of a goodness-of-fit test based on maximum correlations
• A Test of Goodness of Fit
• Title not available (Why is that?)
• Rates of Convergence of Estimates and Test Statistics
• Concerning rates of convergence of Riemann sums
• Posterior Distribution of Percentiles: Bayes' Theorem for Sampling from a Population

Cited In (4)

• An \(\ell^\infty\) asymptotically nearly minimax goodness of fit test
• Title not available (Why is that?)
• 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

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