Premium
On the asymptotic efficiency of certain correlation tests of fit
Author(s) -
McLaren C. G.,
Lockhart Richard
Publication year - 1987
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315205
Subject(s) - mathematics , statistics , extreme value theory , correlation , exponential function , efficiency , value (mathematics) , asymptotic analysis , mathematical analysis , geometry , estimator
Tests of fit based on correlation‐type statistics are investigated for the exponential, extreme‐value, and logistic distributions. The statistics are shown to be asymptotically normal at the rate log ½ n. The result is used to show that such tests have 0 asymptotic relative efficiency.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom