On the asymptotic efficiency of certain correlation tests of fit

DOI10.2307/3315205zbMath0632.62024MaRDI QIDQ3769771

Richard A. Lockhart, C. G. McLaren

Publication date: 1987

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315205

zbMATH Keywords

order statistics; asymptotic normality; exponential distribution; contiguous alternatives; logistic distributions; extreme-value distribution; probability plots; Tests of fit; correlation-type statistics

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G30: Order statistics; empirical distribution functions

62F05: Asymptotic properties of parametric tests

Related Items

Data-driven smooth tests for the extreme value distribution, Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments), Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances, Weighted correlation tests for scale families.

Cites Work

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• Asymptotic distribution of the Shapiro-Wilk W for testing for normality
• The asymptotic distribution of the correlation coefficient in testing fit to the exponential distribution
• A consistent correlation-type goodness-of-fit test;with application to the two-parameter weibull distribution
• Correlation type gogdness-of-fit statistics with censored sampling