Goodness-of-fit tests for logistic family via characterization

Yakov Nikitin, Ilya Rogozin

Research outputpeer-review

Abstract

The logistic family of distributions belongs to the class of important families
in Probability and Statistics. However, the goodness-of-fit tests for the composite hypothesis on belonging to the logistic family with unknown location parameter against the general alternatives are almost unexplored. We propose two new goodness-of-fit tests, the integral and the Kolmogorov type, based on the recent characterization of logistic family due to Hu and Lin. They are build using the U-empirical measures. We discuss asymptotic properties of new tests such as their limiting distributions and large deviations, and calculate their local Bahadur efficiency against natural alternatives. Conditions of local asymptotic
optimality of new tests are also explored.
Original languageEnglish
Title of host publicationBook of Abstracts of the 18 th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop
EditorsChristos H Skiadas
PublisherISAST
Pages135
Publication statusPublished - 4 May 2019
Event18th Applied Stochastic Models and Data Analysis International Conference with Demographics Workshop (ASMDA2019) - Италия, Флоренция
Duration: 11 Jun 201914 Jun 2019
Conference number: 18
http://www.asmda.es

Conference

Conference18th Applied Stochastic Models and Data Analysis International Conference with Demographics Workshop (ASMDA2019)
Abbreviated titleASMDA 2019
CountryItaly
CityФлоренция
Period11/06/1914/06/19
Internet address

Scopus subject areas

  • Mathematics(all)

Cite this

Nikitin, Y., & Rogozin, I. (2019). Goodness-of-fit tests for logistic family via characterization. In C. H. Skiadas (Ed.), Book of Abstracts of the 18 th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop (pp. 135). ISAST.
Nikitin, Yakov ; Rogozin, Ilya. / Goodness-of-fit tests for logistic family via characterization. Book of Abstracts of the 18 th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop. editor / Christos H Skiadas. ISAST, 2019. pp. 135
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Nikitin, Y & Rogozin, I 2019, Goodness-of-fit tests for logistic family via characterization. in CH Skiadas (ed.), Book of Abstracts of the 18 th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop. ISAST, pp. 135, Флоренция, 11/06/19.

Goodness-of-fit tests for logistic family via characterization. / Nikitin, Yakov; Rogozin, Ilya.

Book of Abstracts of the 18 th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop. ed. / Christos H Skiadas. ISAST, 2019. p. 135.

Research outputpeer-review

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AB - The logistic family of distributions belongs to the class of important familiesin Probability and Statistics. However, the goodness-of-fit tests for the composite hypothesis on belonging to the logistic family with unknown location parameter against the general alternatives are almost unexplored. We propose two new goodness-of-fit tests, the integral and the Kolmogorov type, based on the recent characterization of logistic family due to Hu and Lin. They are build using the U-empirical measures. We discuss asymptotic properties of new tests such as their limiting distributions and large deviations, and calculate their local Bahadur efficiency against natural alternatives. Conditions of local asymptoticoptimality of new tests are also explored.

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Nikitin Y, Rogozin I. Goodness-of-fit tests for logistic family via characterization. In Skiadas CH, editor, Book of Abstracts of the 18 th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop. ISAST. 2019. p. 135