Abstract.
Smooth tests are frequently used for testing the goodness of fit of a parametric family of distributions. One reason for the popularity of the smooth tests are the diagnostic properties commonly attributed to them. In recent years, however, it has been realized that these tests are strictly non-diagnostic when used conventionally. The paper examines how the smooth test statistics must be rescaled in order to obtain procedures having diagnostic properties at least for large sample sizes.
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Received: September 1999
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Klar, B. Diagnostic smooth tests of fit. Metrika 52, 237–252 (2000). https://doi.org/10.1007/PL00003984
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DOI: https://doi.org/10.1007/PL00003984