Goodness-of-fit tests for the power function distribution based on Puri--Rubin characterization and their efficiencies
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 18, Tome 408 (2012), pp. 115-130
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We construct integral and supremum type goodness-of-fit tests for the family of power distribution functions. Test statistics are functionals of $U$-empirical processes and are based on the classical characterization of power function distribution family belonging to Puri and Rubin. We describe the logarithmic large deviation asymptotics of test statistics under null-hypothesis, and calculate their local Bahadur efficiency under common parametric alternatives. Conditions of local optimality of new statistics are given.
@article{ZNSL_2012_408_a7,
author = {K. Yu. Volkova and Ya. Yu. Nikitin},
title = {Goodness-of-fit tests for the power function distribution based on {Puri--Rubin} characterization and their efficiencies},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {115--130},
publisher = {mathdoc},
volume = {408},
year = {2012},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2012_408_a7/}
}
TY - JOUR AU - K. Yu. Volkova AU - Ya. Yu. Nikitin TI - Goodness-of-fit tests for the power function distribution based on Puri--Rubin characterization and their efficiencies JO - Zapiski Nauchnykh Seminarov POMI PY - 2012 SP - 115 EP - 130 VL - 408 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2012_408_a7/ LA - ru ID - ZNSL_2012_408_a7 ER -
%0 Journal Article %A K. Yu. Volkova %A Ya. Yu. Nikitin %T Goodness-of-fit tests for the power function distribution based on Puri--Rubin characterization and their efficiencies %J Zapiski Nauchnykh Seminarov POMI %D 2012 %P 115-130 %V 408 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZNSL_2012_408_a7/ %G ru %F ZNSL_2012_408_a7
K. Yu. Volkova; Ya. Yu. Nikitin. Goodness-of-fit tests for the power function distribution based on Puri--Rubin characterization and their efficiencies. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 18, Tome 408 (2012), pp. 115-130. http://geodesic.mathdoc.fr/item/ZNSL_2012_408_a7/