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Goodness‐of‐fit tests based on maximum correlations and their orthogonal decompositions

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  • J. Fortiana
  • A. Grané

Abstract

Summary. We propose a goodness‐of‐fit statistic Qn based on the Hoeffding maximum correlation for testing uniformity and we show its relationship to Gini's mean difference. We compute exact and asymptotic critical values and study the power of the test proposed against a representative set of alternatives.

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  • 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, February.
    • Handle: RePEc:bla:jorssb:v:65:y:2003:i:1:p:115-126
    DOI: 10.1111/1467-9868.00375
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    Cited by:

    1. Grané, Aurea & Fortiana, Josep, 2006. "Karhunen-loève basis in goodness-of-fit tests decomposition: an evaluation," DES - Working Papers. Statistics and Econometrics. WS ws062710, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Aurea Grané, 2012. "Exact goodness-of-fit tests for censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(6), pages 1187-1203, December.
    3. Grané, Aurea, 2009. "Exact goodness-of-fit tests for censored dats," DES - Working Papers. Statistics and Econometrics. WS ws093010, Universidad Carlos III de Madrid. Departamento de Estadística.
    4. Grané, Aurea & Tchirina, Anna V., 2008. "Asymptotic properties of a goodness-of-fit test based on maximum correlations," DES - Working Papers. Statistics and Econometrics. WS ws084211, Universidad Carlos III de Madrid. Departamento de Estadística.

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