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Goodness‐of‐fit tests based on maximum correlations and their orthogonal decompositions
Author(s) -
Fortiana J.,
Grané A.
Publication year - 2003
Publication title -
journal of the royal statistical society: series b (statistical methodology)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 6.523
H-Index - 137
eISSN - 1467-9868
pISSN - 1369-7412
DOI - 10.1111/1467-9868.00375
Subject(s) - goodness of fit , statistic , mathematics , statistics , set (abstract data type) , correlation , test statistic , statistical hypothesis testing , computer science , geometry , programming language
Summary. We propose a goodness‐of‐fit statistic Q n 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.