Powerful goodness-of-fit tests based on the likelihood ratio

A new approach of parameterization is proposed to construct a general goodness-of-fit test. It can not only generate traditional tests (including the Kolmogorov-Smirnov, Cramér-von Mises and Anderson-Darling tests) but also produce new types of omnibus tests, which are generally much more powerful than the old ones. Copyright 2002 The Royal Statistical Society.

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Year of publication:	2002
Authors:	Zhang, Jin
Published in:	Journal of the Royal Statistical Society Series B. - Royal Statistical Society - RSS, ISSN 1369-7412. - Vol. 64.2002, 2, p. 281-294
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/10005193985