Bahadur and Hodges-Lehmann approximate efficiencies of tests based on spacings

The paper is concerned with the Bahadur and Hodges-Lehmann approximate efficiencies of spacings tests for goodness-of-fit problems. The explicit forms of the approximate slopes are derived for the sums of powers and logarithms of spacings, when the alternative is a distribution with a step density function. Applications to the dispersivity testing problem and numerical values of the efficiencies for various types alternatives are given.

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Year of publication:	1995
Authors:	Bartoszewicz, Jaroslaw
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 23.1995, 3, p. 211-220
Publisher:	Elsevier
Keywords:	Goodness-of-fit Logarithms of spacings Powers of spacings Slope Step density function Dispersive ordering TTT transformation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259198