Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
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 output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
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TY - GEN
T1 - Goodness-of-fit tests for logistic family via characterization
AU - Nikitin, Yakov
AU - Rogozin, Ilya
N1 - Conference code: 18
PY - 2019/5/4
Y1 - 2019/5/4
N2 - 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.
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.
UR - http://www.asmda.es/images/Book_of_Abstracts_ASMDA2019-Demographics2019.pdf
M3 - Conference contribution
SP - 135
BT - Book of Abstracts of the 18 th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop
A2 - Skiadas, Christos H
PB - ISAST
Y2 - 11 June 2019 through 14 June 2019
ER -
ID: 46402451