Goodness-of-fit tests based on characterization of uniformity by the ratio of order statistics, and their efficiency

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Goodness-of-fit tests based on characterization of uniformity by the ratio of order statistics, and their efficiency. / Volkova, K. Yu. ; Karakulov, M. S.; Nikitin, Ya. Yu. .

In: Journal of Mathematical Sciences, Vol. 244, No. 5, 01.02.2020, p. 743-751.

Research output: Contribution to journal › Article › peer-review

BibTeX

@article{0c0d82ea8f0847b59f1ead5b2204d3e2,

title = "Goodness-of-fit tests based on characterization of uniformity by the ratio of order statistics, and their efficiency",

abstract = "We construct integral and supremum type goodness-of-fit tests for the uniform law based on Ahsanullah{\textquoteright}s characterization of the uniform law. We discuss limiting distributions of new tests and describe the logarithmic large deviation asymptotics of test statistics under null-hypothesis. This enables us to calculate their local Bahadur efficiency under some parametric alternatives. Conditions of local optimality of new statistics are given.",

keywords = "равномерное распределени, критерий значимости, характеризация, uniform distribution, hypotheses testing, characterization, U-statistics, Large deviations, bahadur efficiency, local optimality",

author = "Volkova, {K. Yu.} and Karakulov, {M. S.} and Nikitin, {Ya. Yu.}",

note = "Volkova, K.Y., Karakulov, M.S. & Nikitin, Y.Y. J Math Sci (2020). https://doi.org/10.1007/s10958-020-04647-x",

year = "2020",

month = feb,

day = "1",

doi = "10.1007/s10958-020-04647-x",

language = "English",

volume = "244",

pages = "743--751",

journal = "Journal of Mathematical Sciences",

issn = "1072-3374",

publisher = "Springer Nature",

number = "5",

}

RIS

TY - JOUR

T1 - Goodness-of-fit tests based on characterization of uniformity by the ratio of order statistics, and their efficiency

AU - Volkova, K. Yu.

AU - Karakulov, M. S.

AU - Nikitin, Ya. Yu.

N1 - Volkova, K.Y., Karakulov, M.S. & Nikitin, Y.Y. J Math Sci (2020). https://doi.org/10.1007/s10958-020-04647-x

PY - 2020/2/1

Y1 - 2020/2/1

N2 - We construct integral and supremum type goodness-of-fit tests for the uniform law based on Ahsanullah’s characterization of the uniform law. We discuss limiting distributions of new tests and describe the logarithmic large deviation asymptotics of test statistics under null-hypothesis. This enables us to calculate their local Bahadur efficiency under some parametric alternatives. Conditions of local optimality of new statistics are given.

AB - We construct integral and supremum type goodness-of-fit tests for the uniform law based on Ahsanullah’s characterization of the uniform law. We discuss limiting distributions of new tests and describe the logarithmic large deviation asymptotics of test statistics under null-hypothesis. This enables us to calculate their local Bahadur efficiency under some parametric alternatives. Conditions of local optimality of new statistics are given.

KW - равномерное распределени

KW - критерий значимости

KW - характеризация

KW - uniform distribution

KW - hypotheses testing

KW - characterization

KW - U-statistics

KW - Large deviations

KW - bahadur efficiency

KW - local optimality

UR - https://link.springer.com/article/10.1007/s10958-020-04647-x

UR - http://www.scopus.com/inward/record.url?scp=85078608914&partnerID=8YFLogxK

U2 - 10.1007/s10958-020-04647-x

DO - 10.1007/s10958-020-04647-x

M3 - Article

VL - 244

SP - 743

EP - 751

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 5

ER -

ID: 50521121