Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147901 | Journal of Statistical Planning and Inference | 2009 | 9 Pages |
Abstract
In this paper we propose an application of N-distance theory [Klebanov, L.B., 2005. N-distances and their applications. Karolinum, Prague] for testing simple hypotheses of goodness of fit and homogeneity. The asymptotic null distribution of test statistics is established and coincides with the distribution of infinite quadratic form of independent standard normal random variables. A construction of multivariate free-of-distribution homogeneity test is considered. The power of proposed criteria is compared with classical tests using Monte-Carlo simulations.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Aleksej Bakshaev,