Goodness-of-fit tests for discrete models based on the integrated distribution function |
| |
| Authors: | Bernhard Klar |
| |
| Institution: | Institut für Mathematische Stochastik, Universit?t Karlsruhe, Englerstr. 2, D-76128 Karlsruhe, Germany (e-mail: Bernhard.Klar@math.uni-karlsruhe.de), DE
|
| |
| Abstract: | This paper presents a new widely applicable omnibus test for discrete distributions which is based on the difference between
the integrated distribution function Ψ(t)=∫t
∞ (1−F(x))dx and its empirical counterpart. A bootstrap version of the test for common lattice models has accurate error rates even for
small samples and exhibits high power with respect to competitive procedures over a large range of alternatives.
Received: July 1998 |
| |
| Keywords: | : Goodness-of-fit test integrated distribution function discrete distribution empirical process sequence space parametric bootstrap |
| 本文献已被 SpringerLink 等数据库收录！ |
