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Integral distribution-free statistics of Lp-type and their asymptotic comparison. / Henze, Norbert; Nikitin, Yakov; Ebner, Bruno.

In: Computational Statistics and Data Analysis, Vol. 53, No. 9, 01.07.2009, p. 3426-3438.

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

Harvard

Henze, N, Nikitin, Y & Ebner, B 2009, 'Integral distribution-free statistics of Lp-type and their asymptotic comparison', Computational Statistics and Data Analysis, vol. 53, no. 9, pp. 3426-3438. https://doi.org/10.1016/j.csda.2009.02.018

APA

Henze, N., Nikitin, Y., & Ebner, B. (2009). Integral distribution-free statistics of Lp-type and their asymptotic comparison. Computational Statistics and Data Analysis, 53(9), 3426-3438. https://doi.org/10.1016/j.csda.2009.02.018

Vancouver

Henze N, Nikitin Y, Ebner B. Integral distribution-free statistics of Lp-type and their asymptotic comparison. Computational Statistics and Data Analysis. 2009 Jul 1;53(9):3426-3438. https://doi.org/10.1016/j.csda.2009.02.018

Author

Henze, Norbert ; Nikitin, Yakov ; Ebner, Bruno. / Integral distribution-free statistics of Lp-type and their asymptotic comparison. In: Computational Statistics and Data Analysis. 2009 ; Vol. 53, No. 9. pp. 3426-3438.

BibTeX

@article{c6f62ec3074245fcac440678e0194d5b,
title = "Integral distribution-free statistics of Lp-type and their asymptotic comparison",
abstract = "Generalizing the Cram{\'e}r-von Mises and the Kolmogorov-Smirnov test, different integral statistics based on Lp-norms are compared with respect to local approximate Bahadur efficiency. Simulation results corroborate the theoretical findings. Several examples illustrate that goodness-of-fit testing based on Lp-norms should receive more attention. It is shown that, given a distribution function F0 and a specific alternative, one can draw the plot of efficiency as a function of p and determine the value of p giving the maximum efficiency.",
author = "Norbert Henze and Yakov Nikitin and Bruno Ebner",
year = "2009",
month = jul,
day = "1",
doi = "10.1016/j.csda.2009.02.018",
language = "English",
volume = "53",
pages = "3426--3438",
journal = "Computational Statistics and Data Analysis",
issn = "0167-9473",
publisher = "Elsevier",
number = "9",

}

RIS

TY - JOUR

T1 - Integral distribution-free statistics of Lp-type and their asymptotic comparison

AU - Henze, Norbert

AU - Nikitin, Yakov

AU - Ebner, Bruno

PY - 2009/7/1

Y1 - 2009/7/1

N2 - Generalizing the Cramér-von Mises and the Kolmogorov-Smirnov test, different integral statistics based on Lp-norms are compared with respect to local approximate Bahadur efficiency. Simulation results corroborate the theoretical findings. Several examples illustrate that goodness-of-fit testing based on Lp-norms should receive more attention. It is shown that, given a distribution function F0 and a specific alternative, one can draw the plot of efficiency as a function of p and determine the value of p giving the maximum efficiency.

AB - Generalizing the Cramér-von Mises and the Kolmogorov-Smirnov test, different integral statistics based on Lp-norms are compared with respect to local approximate Bahadur efficiency. Simulation results corroborate the theoretical findings. Several examples illustrate that goodness-of-fit testing based on Lp-norms should receive more attention. It is shown that, given a distribution function F0 and a specific alternative, one can draw the plot of efficiency as a function of p and determine the value of p giving the maximum efficiency.

UR - http://www.scopus.com/inward/record.url?scp=64749101716&partnerID=8YFLogxK

U2 - 10.1016/j.csda.2009.02.018

DO - 10.1016/j.csda.2009.02.018

M3 - Article

AN - SCOPUS:64749101716

VL - 53

SP - 3426

EP - 3438

JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

SN - 0167-9473

IS - 9

ER -

ID: 47771236