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Correlation-type goodness-of-fit tests based on independence characterizations

Author

Listed:
  • Katarina Halaj

    (University of Belgrade)

  • Bojana Milošević

    (University of Belgrade)

  • Marko Obradović

    (University of Belgrade)

  • M. Dolores Jiménez-Gamero

    (Universidad de Sevilla)

Abstract

This paper uses independence-type characterizations to propose a class of test statistics which can be used for testing goodness-of-fit with several classes of null distributions. The resulting tests are consistent against fixed alternatives. Some limiting and small sample properties of the test statistics are explored. In comparison with common universal goodness-of-fit tests, the new tests exhibit better power for most of the alternatives considered, while in comparison with another characterization-based procedure, the new tests provide competitive or comparable power in various simulation settings. The handiness of the proposed tests is demonstrated through several real-data examples.

Suggested Citation

  • Katarina Halaj & Bojana Milošević & Marko Obradović & M. Dolores Jiménez-Gamero, 2024. "Correlation-type goodness-of-fit tests based on independence characterizations," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(1), pages 185-207, March.
    • Handle: RePEc:spr:alstar:v:108:y:2024:i:1:d:10.1007_s10182-023-00475-x
    DOI: 10.1007/s10182-023-00475-x
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    References listed on IDEAS

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    1. Baringhaus, Ludwig & Gaigall, Daniel, 2015. "On an independence test approach to the goodness-of-fit problem," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 193-208.
    2. Norbert Henze & Bernhard Klar, 2002. "Goodness-of-Fit Tests for the Inverse Gaussian Distribution Based on the Empirical Laplace Transform," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(2), pages 425-444, June.
    3. Winfried Stute & Wenceslao Manteiga & Manuel Quindimil, 1993. "Bootstrap based goodness-of-fit-tests," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 40(1), pages 243-256, December.
    4. Bojana Milošević & Marko Obradović, 2016. "Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(2), pages 413-427, June.
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    Cited by:

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