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Reweighted and circularised Anderson-Darling tests of goodness-of-fit.
- Source :
-
Journal of Nonparametric Statistics . Dec2023, Vol. 35 Issue 4, p869-904. 36p. - Publication Year :
- 2023
-
Abstract
- This paper takes a look at omnibus tests of goodness of fit in the context of reweighted Anderson-Darling tests and makes threefold contributions. The first contribution is to provide a geometric understanding. It is argued that the test statistic with minimum variance for exchangeable distributional deviations can serve as a good generalpurpose test. The second contribution is to propose better omnibus tests, called circularly symmetric tests and obtained by circularising reweighted Anderson-Darling test statistics or, more generally, test statistics based on the observed order statistics. The resulting tests are called circularised tests. A limited but arguably convincing simulation study on finite-sample performance demonstrates that circularised tests have good performance, as they typically outperform their parent methods in the simulation study. The third contribution is to establish new large-sample results. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10485252
- Volume :
- 35
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- Journal of Nonparametric Statistics
- Publication Type :
- Academic Journal
- Accession number :
- 174211031
- Full Text :
- https://doi.org/10.1080/10485252.2023.2213782