Durbin–Knott Components and Transformations of the Cramér-von Mises Test

G. Martynov

?

Durbin–Knott Components and Transformations of the Cramér-von Mises Test

Ch. 8. P. 111-123.

Martynov G.

We consider the transformation of the weighted statistics using its components. These statistics allow you to change in the test the sensivity of amplitudes and frequences of derivations from the hypothetical distributions. The collection of Karhunen-Loeve expansions is considered.We discuss also the statistics based on the components. Two new forms of the statistics are considered.

Language: English

Full text

Keywords: Goodness-of-fit tests test components Statistic transformations

In book

Statistical models and methods for reliability and survival analysis. In honor of M.S. Nikulin

L.: ISTE, Wiley, 2013.

Model Adequacy Checks for Discrete Choice Dynamic Models

Igor Kheifets, Velasco C., , in: Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis, Essays in Honor of Halbert L. White Jr.: NY: Springer, 2012. P. 363–382.

This chapter proposes new parametric model adequacy tests for possibly nonlinear and nonstationary time series models with noncontinuous data distribution, which is often the case in applied work. In particular, we consider the correct specification of parametric conditional distributions in dynamic discrete choice models, not only of some particular conditional characteristics such as moments or ...

Added: February 23, 2021

Statistical demodulators for frequency shift keying with fast frequency hopping

Kreshchuk A., Potapov V. G., Automation and Remote Control 2013 Vol. 74 No. 10 P. 1688–1695

This work is devoted to the problems of information transmission with frequency shift keying and fast frequency hopping in special channels where the signal/noise ratio is low, and a high energy interfering signal is present. We propose a demodulation algorithm that is significantly more stable to the influence of a powerful interfering signal as compared ...

Added: January 30, 2018

Anderson-Darling statistic and its “inverse”

Martynov G., Journal of Communications Technology and Electronics 2016 Vol. 61 No. 6 P. 709–716

For more than 60 years, the Anderson–Darling test is most frequently used among all Cramér–von Mises (omega-square) tests. This statistic modifies a classical empirical process defined within the [0, 1] interval by multiplying it by weighting function ψ(t) = (t(1–t))–1/2. The weighting function redistributes the test sensitivity to deviations of the distribution function of the ...

Added: September 16, 2016

Goodness-of-Fit Tests for the Power Function Distribution Based on the Puri-Rubin Characterization and Their Efficiencies

Nikitin Y. Y., Volkova K. Y., Journal of Mathematical Sciences 2014 Vol. 199 No. 2 P. 130–138

We construct and study new goodness-of-fit tests for the power distribution based on the Puri-Rubin characterization and using U-empirical distribution functions. We describe their limiting distributions and large deviations. Next we find their local Bahadur efficiency for common alternatives and study the conditions of local optimality. ...

Added: February 10, 2015

К вопросу о различении показательного и полунормального распределений

Radionova M. V., Научно-технический вестник Поволжья 2014 № 6 С. 22–25

The author found the distribution of invariants sample of the general population with half-normal distribution. On the basis of the criterion of shift-scale invariant conducted to test the hypothesis that the set has an exponential distribution against the alternative that the population has a half-normal distribution. The statistical modeling analysis conducted a power. The paper ...

Added: February 9, 2015

Об одном классе критериев согласия типа хи-квадрат

Radionova M. V., Чичагов В. В., Вестник Ижевского государственного технического университета 2014 № 4 (64) С. 151–156

A new class of asymptotic tests is suggested for testing the hypothesis of distribution belonging to the one-parameter exponential family. Each criterion is based on a given set of parametric functions that allow an unbiased estimate. We compared the proposed criterion with criterion is based on the generalized method of moments on the example of ...

Added: January 14, 2015

Multivariable Goodness Tests and Approximation of the Residues of Quadratic Forms

Martynov G., Automation and Remote Control 2010 Vol. 71 No. 7 P. 1346–1357

Consideration was given to the omega square Cramer–von Mises tests intended to verify the goodness hypothesis about the distribution of the observed multivariable random vector with the distribution in the unit cube. The limit distribution of the statistics of these tests was defined by the distribution of an infinite quadratic form in the normal random ...

Added: March 23, 2014