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The asymptotic maximin property of chi-squared type tests based on the empirical process

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  • Lee, Sangyeol

Abstract

For a goodness-of-fit test of an i.i.d. sample, we consider a chi-squared (quadratic) type statistic generated by the empirical process. In this paper, we investigate the maximin property of the test in the sense of Strasser (1985) via studying the asymptotic behavior of the empirical process under a sequence of contiguous alternatives.

Suggested Citation

  • Lee, Sangyeol, 1996. "The asymptotic maximin property of chi-squared type tests based on the empirical process," Statistics & Probability Letters, Elsevier, vol. 29(4), pages 285-292, September.
    • Handle: RePEc:eee:stapro:v:29:y:1996:i:4:p:285-292
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