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N-distance tests for a composite hypothesis of goodness of fit

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Abstract

In this paper, we consider an application of N-distance theory for testing composite hypotheses of goodness of fit. This work is a continuation of our research started in [A. Bakshaev, Goodness of fit and homogeneity tests on the basis of N-distances, J. Stat. Plan. Inference, 139(11):3750–3758, 2009; A. Bakshaev, Nonparametric tests based on N-distances, Lith. Math. J., 48(4):368–379, 2008]. Particular attention is paid to normality and exponentiality tests. A comparative Monte Carlo power study for the proposed criteria is provided. Different alternatives in uni- and bivariate cases are investigated.

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  1. Institute of Mathematics and Informatics, Akademijos 4, LT, 08663, Vilnius, Lithuania

    A. Bakshaev

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  1. A. Bakshaev
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Correspondence to A. Bakshaev.

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Bakshaev, A. N-distance tests for a composite hypothesis of goodness of fit. Lith Math J 50, 13–33 (2010). https://doi.org/10.1007/s10986-010-9068-2

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  • DOI: https://doi.org/10.1007/s10986-010-9068-2

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