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Exact goodness-of-fit tests for censored dats

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Author Info
Aurea Grane ()
Abstract

The statistic introduced in Fortiana and Grané (2003) is modified so that it can be used to test the goodness-of-fit of a censored sample, when the distribution function is fully specified. Exact and asymptotic distributions of three modified versions of this statistic are obtained and exact critical values are given for different sample sizes. Empirical power studies show the good performance of these statistics in detecting symmetrical alternatives.

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Publisher Info
Paper provided by Universidad Carlos III, Departamento de Estadística y Econometría in its series Statistics and Econometrics Working Papers with number ws093010.

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Date of creation: May 2009
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Handle: RePEc:cte:wsrepe:ws093010

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Related research
Keywords: Goodness-of-fit; Censored Samples; Maximum Correlation; Exact Distribution; L-statistics;

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  1. J. Fortiana & A. Grané, 2003. "Goodness-of-fit tests based on maximum correlations and their orthogonal decompositions," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 115-126. [Downloadable!] (restricted)
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This page was last updated on 2009-12-21.

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