Goodness-of-fit tests based on maximum correlations and their orthogonal decompositions

We propose a goodness-of-fit statistic "Q"<sub>"n"</sub> based on the Hoeffding maximum correlation for testing uniformity and we show its relationship to Gini's mean difference. We compute exact and asymptotic critical values and study the power of the test proposed against a representative set of alternatives. Copyright 2003 Royal Statistical Society.

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Year of publication:	2003
Authors:	Fortiana, J. ; Grané, A.
Published in:	Journal of the Royal Statistical Society Series B. - Royal Statistical Society - RSS, ISSN 1369-7412. - Vol. 65.2003, 1, p. 115-126
Publisher:	Royal Statistical Society - RSS

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005203068