IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v78y2008i8p1034-1042.html
   My bibliography  Save this article

An approximation for the power function of a non-parametric test of fit

Author

Listed:
  • Boukili Makhoukhi, Mohammed

Abstract

We consider in this paper goodness-of-fit tests of the null hypothesis that the underlying d.f. of a sample F(.), belongs to a given family of distribution functions . We propose a method for deriving approximate values of the power of a weighted Cramer-von Mises type test of goodness of fit. Our method relies on Karhunen-Loeve [K.L] expansions on (0, 1] for weighted Brownian bridges.

Suggested Citation

  • Boukili Makhoukhi, Mohammed, 2008. "An approximation for the power function of a non-parametric test of fit," Statistics & Probability Letters, Elsevier, vol. 78(8), pages 1034-1042, June.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:8:p:1034-1042
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(07)00363-X
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ye Dong & Stephen Lee, 2014. "Depth functions as measures of representativeness," Statistical Papers, Springer, vol. 55(4), pages 1079-1105, November.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:78:y:2008:i:8:p:1034-1042. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.