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Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test

Author

Listed:
  • Ahmed, S. Ejaz
  • Amezziane, Mohamed
  • Dahal, Keshab

Abstract

We propose a zero-centered version of the Bickel–Rosenblatt statistic and use it to construct goodness of fit tests. We derive the null distributions and power functions of these tests along with their consistency results. A simulation study is carried out to show how the new tests outperform traditional ones.

Suggested Citation

  • Ahmed, S. Ejaz & Amezziane, Mohamed & Dahal, Keshab, 2025. "Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test," Statistics & Probability Letters, Elsevier, vol. 218(C).
    • Handle: RePEc:eee:stapro:v:218:y:2025:i:c:s0167715224002797
    DOI: 10.1016/j.spl.2024.110310
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