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2008 An approximation for the power function of a semi-parametric test of fit
Mohammed Boukili Makhoukhi
Afr. Stat. 3(1): 73-82 (2008). DOI: 10.4314/afst.v3i1.46875

Abstract

We consider in this paper goodness of fit tests of the null hypothesis that the underlying distribution function of a sample $F(x)$ belongs to a given family of distribution functions $\scr F$. We propose a method for deriving approximate values of the power of a weighted Cramér-von Mises type test of goodness of fit. Our method relies on Karhunen-Loève expansions on $(0,1)$ for the weighted Brownian bridges.

Citation

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Mohammed Boukili Makhoukhi. "An approximation for the power function of a semi-parametric test of fit." Afr. Stat. 3 (1) 73 - 82, 2008. https://doi.org/10.4314/afst.v3i1.46875

Information

Received: 30 December 2007; Revised: 10 August 2008; Published: 2008
First available in Project Euclid: 26 May 2017

zbMATH: 1220.62050
MathSciNet: MR2531122
Digital Object Identifier: 10.4314/afst.v3i1.46875

Subjects:
Primary: 62G10
Secondary: 60J65

Keywords: Bessel functions , Brownian bridge , Cramér-von Mises tests , Empirical processes , Gaussian processes , Karhunen-Loève expansions , tests of goodness of fit , weak laws

Rights: Copyright © 2008 The Statistics and Probability African Society

Vol.3 • No. 1 • 2008
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