Goodness-of-fit statistics based on weighted Lp-functionals

A class of test statistics is introduced which is based on the Lp-distance between distributions. It is shown to be asymptotically normal both under the null and under the alternatives. The class is easily adaptable to multivariate distributions and to situations when parameters are estimated. It can also be modified to handle distributions defined on circles or when the data are sampled minima.

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Year of publication:	1997
Authors:	Ahmad, Ibrahim A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 35.1997, 3, p. 261-268
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005254149