메뉴 건너뛰기




Volumn 124, Issue 2, 2004, Pages 453-474

On consistent minimax distinguishability and intermediate efficiency of Cramér-von Mises test

Author keywords

Adaptive test; Asymptotic efficiency; Consistent minimax distinguishability; Cram r von Mises test; Intermediate efficiency

Indexed keywords


EID: 3042638487     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2003.03.001     Document Type: Article
Times cited : (4)

References (37)
  • 2
    • 0345774349 scopus 로고    scopus 로고
    • Inference for semiparametric models: Some questions and an answer
    • Bickel P.J. Kwon J. Inference for semiparametric models: some questions and an answer Statist. Sinica 11 2001 863-960
    • (2001) Statist. Sinica , vol.11 , pp. 863-960
    • Bickel, P.J.1    Kwon, J.2
  • 3
    • 0001824125 scopus 로고
    • Testing for goodness of fit: A new approach
    • A. K.Md.E. Saleh (Ed.), Amsterdam: Elsevier
    • Bickel P.J. Ritov Y. Testing for goodness of fit: a new approach In: Saleh A.K.Md.E. Nonparametric Statistics and Related Topics 1992 51-57 Elsevier Amsterdam
    • (1992) Nonparametric Statistics and Related Topics , pp. 51-57
    • Bickel, P.J.1    Ritov, Y.2
  • 4
    • 0038864563 scopus 로고
    • The Cramér-Feller-Petrov large deviation theorem for triangular arrays
    • Technical Report. California State College, Dominiguez Hills
    • Book S.A. 1976. The Cramér-Feller-Petrov large deviation theorem for triangular arrays. Technical Report. California State College, Dominiguez Hills.
    • (1976)
    • Book, S.A.1
  • 5
    • 21144482103 scopus 로고
    • Testing goodness of fit in regression via order selection criteria
    • Eubank R.L. Hart J.D. Testing goodness of fit in regression via order selection criteria Ann. Statist. 20 1992 1412-1425
    • (1992) Ann. Statist. , vol.20 , pp. 1412-1425
    • Eubank, R.L.1    Hart, J.D.2
  • 6
    • 21144481988 scopus 로고
    • Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness of fit
    • Eubank R.L. LaRiccia V.N. Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness of fit Ann. Statist. 20 1992 2071-2086
    • (1992) Ann. Statist. , vol.20 , pp. 2071-2086
    • Eubank, R.L.1    LaRiccia, V.N.2
  • 7
    • 0030549054 scopus 로고    scopus 로고
    • Tests of significance based on wavelet thresholding and Neyman's truncation
    • Fan J. Tests of significance based on wavelet thresholding and Neyman's truncation J. Amer. Statist. Assoc. 91 1996 674-688
    • (1996) J. Amer. Statist. Assoc. , vol.91 , pp. 674-688
    • Fan, J.1
  • 8
    • 0035633948 scopus 로고    scopus 로고
    • Generalized likelihood ratio statistics and Wilks phenomenon
    • Fan J. Zhang C. Zhang J. Generalized likelihood ratio statistics and Wilks phenomenon Ann. Statist. 29 2001 153-193
    • (2001) Ann. Statist. , vol.29 , pp. 153-193
    • Fan, J.1    Zhang, C.2    Zhang, J.3
  • 9
    • 0000229499 scopus 로고    scopus 로고
    • Generalized intermediate efficiency of goodness of fit tests
    • Inglot T. Generalized intermediate efficiency of goodness of fit tests Math. Methods of Statist. 8 1999 487-509
    • (1999) Math. Methods of Statist. , vol.8 , pp. 487-509
    • Inglot, T.1
  • 10
    • 24844469671 scopus 로고    scopus 로고
    • On a new interpretation of the asymptotic intermediate efficiency of tests
    • Manuscript
    • Inglot T. 2002. On a new interpretation of the asymptotic intermediate efficiency of tests. Manuscript
    • (2002)
    • Inglot, T.1
  • 11
    • 0030363428 scopus 로고    scopus 로고
    • Asymptotic optimality of data driven Neyman's tests
    • Inglot T. Ledwina T. Asymptotic optimality of data driven Neyman's tests Ann. Statist. 24 1996 1982-2019
    • (1996) Ann. Statist. , vol.24 , pp. 1982-2019
    • Inglot, T.1    Ledwina, T.2
  • 12
    • 6644220040 scopus 로고    scopus 로고
    • Intermediate approach to comparison of some goodness-of-fit tests
    • Inglot T. Ledwina T. Intermediate approach to comparison of some goodness-of-fit tests Ann. Inst. Statist. Math. 53 2001 810-834
    • (2001) Ann. Inst. Statist. Math. , vol.53 , pp. 810-834
    • Inglot, T.1    Ledwina, T.2
  • 13
    • 24844479353 scopus 로고    scopus 로고
    • How to measure a quality of goodness of fit tests?
    • Technical Report 002. Institute of Mathematics, Wrocław University of Technology, Wrocław
    • Inglot T. Ledwina T. 2002. How to measure a quality of goodness of fit tests? Technical Report 002. Institute of Mathematics, Wrocław University of Technology, Wrocł
    • (2002)
    • Inglot, T.1    Ledwina, T.2
  • 14
    • 0003030135 scopus 로고    scopus 로고
    • Vanishing shortcoming of data driven Neyman's tests
    • B. Szyszkowicz (Ed.), Amsterdam: Elsevier A Volume to Honour Miklós Csörgo
    • Inglot T. Kallenberg W.C.M. Ledwina T. Vanishing shortcoming of data driven Neyman's tests In: Szyszkowicz B. Asymptotic Methods in Probability and Statistics, A Volume to Honour Miklós Csörgo 1998 811-829 Elsevier Amsterdam
    • (1998) Asymptotic Methods in Probability and Statistics , pp. 811-829
    • Inglot, T.1    Kallenberg, W.C.M.2    Ledwina, T.3
  • 15
    • 0034403079 scopus 로고    scopus 로고
    • Vanishing shortcoming and asymptotic relative efficiency
    • Inglot T. Kallenberg W.C.M. Ledwina T. Vanishing shortcoming and asymptotic relative efficiency Ann. Statist. 28 2000 215-238 [Correction: ibidem 28 (2000), 1795]
    • (2000) Ann. Statist. , vol.28 , pp. 215-238
    • Inglot, T.1    Kallenberg, W.C.M.2    Ledwina, T.3
  • 16
    • 3042544416 scopus 로고
    • Minimax distinguishability of families of nonparametric hypotheses
    • (in Russian)
    • Ingster Yu.I. Minimax distinguishability of families of nonparametric hypotheses Dokl. Akad. Nauk SSSR 267 1982 536-539 (in Russian)
    • (1982) Dokl. Akad. Nauk SSSR , vol.267 , pp. 536-539
    • Ingster, Yu.I.1
  • 17
    • 3042552640 scopus 로고
    • Minimax nonparametric detection of signals in white Gaussian noise
    • (in Russian)
    • Ingster Yu.I. Minimax nonparametric detection of signals in white Gaussian noise Problems Inform. Transmission 18 1982 61-73 (in Russian)
    • (1982) Problems Inform. Transmission , vol.18 , pp. 61-73
    • Ingster, Yu.I.1
  • 19
    • 0003058689 scopus 로고
    • Asymptotic minimax hypothesis testing for nonparametric alternatives, I
    • Ingster Yu.I. Asymptotic minimax hypothesis testing for nonparametric alternatives, I Math. Methods Statist. 2 1993 85-114
    • (1993) Math. Methods Statist. , vol.2 , pp. 85-114
    • Ingster, Yu.I.1
  • 20
    • 0034372869 scopus 로고    scopus 로고
    • Global power functions of goodness of fit tests
    • Janssen A. Global power functions of goodness of fit tests Ann. Statist. 28 2000 239-253
    • (2000) Ann. Statist. , vol.28 , pp. 239-253
    • Janssen, A.1
  • 21
    • 0001057508 scopus 로고
    • On tests of normality and other tests of goodness of fit based on distance methods
    • Kac M. Kiefer J. Wolfowitz J. On tests of normality and other tests of goodness of fit based on distance methods Ann. Math. Statist. 26 1955 189-211
    • (1955) Ann. Math. Statist. , vol.26 , pp. 189-211
    • Kac, M.1    Kiefer, J.2    Wolfowitz, J.3
  • 22
    • 0041598818 scopus 로고
    • Asymptotic optimality of likelihood ratio tests in exponential families
    • Amsterdam
    • Kallenberg W.C.M. 1978 Asymptotic optimality of likelihood ratio tests in exponential families. Mathematical Centre Tracts 77, Amsterdam.
    • (1978) Mathematical Centre Tracts 77
    • Kallenberg, W.C.M.1
  • 23
    • 0001948775 scopus 로고
    • Intermediate efficiency, theory and examples
    • Kallenberg W.C.M. Intermediate efficiency, theory and examples Ann. Statist. 15 1983 1401-1420
    • (1983) Ann. Statist. , vol.15 , pp. 1401-1420
    • Kallenberg, W.C.M.1
  • 24
    • 3042550698 scopus 로고    scopus 로고
    • Intermediate or Kallenberg efficiency
    • Kotz, S. (Ed.), Wiley-Interscience, New York
    • Kallenberg W.C.M. 1999 Intermediate or Kallenberg efficiency. In: Kotz, S. (Ed.), Encyklopedia of Statistical Sciences, Vol. 3. Wiley-Interscience, New York, pp. 192-197
    • (1999) Encyklopedia of Statistical Sciences , vol.3 , pp. 192-197
    • Kallenberg, W.C.M.1
  • 25
    • 0000411204 scopus 로고
    • An approximation of partial sums of independent rv's and the sample df. I
    • Komlós J. Major P. Tusnády G. An approximation of partial sums of independent rv's and the sample df. I Z. Wahrsch. Vrew. Gebiete 32 1975 111-131
    • (1975) Z. Wahrsch. Vrew. Gebiete , vol.32 , pp. 111-131
    • Komlós, J.1    Major, P.2    Tusnády, G.3
  • 27
    • 21844521889 scopus 로고
    • Data driven version of Neyman's smooth test of fit
    • Ledwina T. Data driven version of Neyman's smooth test of fit J. Amer. Statist. Assoc. 89 1994 1000-1005
    • (1994) J. Amer. Statist. Assoc. , vol.89 , pp. 1000-1005
    • Ledwina, T.1
  • 28
    • 0001249987 scopus 로고
    • On a measure of the information provided by an experiment
    • Lindley D.V. On a measure of the information provided by an experiment Ann. Math. Statist. 27 1956 986-1005
    • (1956) Ann. Math. Statist. , vol.27 , pp. 986-1005
    • Lindley, D.V.1
  • 29
    • 0016928511 scopus 로고
    • Asymptotic power properties of the Cramér-von Mises test under contiguous alternatives
    • Neuhaus G. Asymptotic power properties of the Cramér-von Mises test under contiguous alternatives J. Multivariate Anal. 6 1976 95-110
    • (1976) J. Multivariate Anal. , vol.6 , pp. 95-110
    • Neuhaus, G.1
  • 30
    • 0038044192 scopus 로고
    • Local asymptotic Bahadur optimality and characterization problems
    • Nikitin Ya.Yu. Local asymptotic Bahadur optimality and characterization problems Theory Probab. Appl. 29 1984 79-92
    • (1984) Theory Probab. Appl. , vol.29 , pp. 79-92
    • Nikitin, Ya.Yu.1
  • 33
    • 3042550698 scopus 로고    scopus 로고
    • Intermediate or Kallenberg efficiency
    • Kotz, S. (Ed.), Wiley-Interscience, New York
    • Kallenberg, W.C.M., 1999. Intermediate or Kallenberg efficiency. In: Kotz, S. (Ed.), Encyklopedia of Statistical Sciences, Vol. 3. Wiley-Interscience, New York, pp. 192-197
    • (1972) Encyklopedia of Statistical Sciences , vol.3 , pp. 192-197
    • Kallenberg, W.C.M.1
  • 36
    • 0030342998 scopus 로고    scopus 로고
    • Adaptive hypothesis testing using wavelets
    • Spokoiny V.G. Adaptive hypothesis testing using wavelets Ann. Statist. 24 1996 2477-2498
    • (1996) Ann. Statist. , vol.24 , pp. 2477-2498
    • Spokoiny, V.G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.