Advanced search
1 file | 205.33 KB

Reweighted smooth tests of goodness of fit

Bert De Boeck (UGent) , Olivier Thas (UGent) and Jean-Pierre Ottoy (UGent)
Author
Organization
Abstract
Starting from a smooth test for goodness of fit we develop a method to alter this test to a reweighted smooth test, which has greater power to a certain directional alternative. Whereas the original smooth test gives equal weight to the different directions in the space of alternatives, the reweighted smooth test makes a distinction in importance of the directions. The advantage of this test, as opposed to directional tests, is that the smooth character is largely maintained. We discuss both nested and non nested directional alternatives.
Keywords
Power, Score test, Orthonormal polynomials, Directional alternative, Hilbert space, Smooth test

Downloads

  • (...).pdf
    • full text
    • |
    • UGent only
    • |
    • PDF
    • |
    • 205.33 KB

Citation

Please use this url to cite or link to this publication:

Chicago
De Boeck, Bert, Olivier Thas, and Jean-Pierre Ottoy. 2011. “Reweighted Smooth Tests of Goodness of Fit.” Communications in Statistics-theory and Methods 40 (9): 1651–1670.
APA
De Boeck, B., Thas, O., & Ottoy, J.-P. (2011). Reweighted smooth tests of goodness of fit. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 40(9), 1651–1670.
Vancouver
1.
De Boeck B, Thas O, Ottoy J-P. Reweighted smooth tests of goodness of fit. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS. 2011;40(9):1651–70.
MLA
De Boeck, Bert, Olivier Thas, and Jean-Pierre Ottoy. “Reweighted Smooth Tests of Goodness of Fit.” COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 40.9 (2011): 1651–1670. Print.
@article{885903,
  abstract     = {Starting from a smooth test for goodness of fit we develop a method to alter this test to a reweighted smooth test, which has greater power to a certain directional alternative. Whereas the original smooth test gives equal weight to the different directions in the space of alternatives, the reweighted smooth test makes a distinction in importance of the directions. The advantage of this test, as opposed to directional tests, is that the smooth character is largely maintained. We discuss both nested and non nested directional alternatives.},
  author       = {De Boeck, Bert and Thas, Olivier and Ottoy, Jean-Pierre},
  issn         = {0361-0926},
  journal      = {COMMUNICATIONS IN STATISTICS-THEORY AND METHODS},
  keyword      = {Power,Score test,Orthonormal polynomials,Directional alternative,Hilbert space,Smooth test},
  language     = {eng},
  number       = {9},
  pages        = {1651--1670},
  title        = {Reweighted smooth tests of goodness of fit},
  url          = {http://dx.doi.org/10.1080/03610921003637447},
  volume       = {40},
  year         = {2011},
}

Altmetric
View in Altmetric
Web of Science
Times cited: