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

J. Fortiana and A. Grané

Journal of the Royal Statistical Society Series B, 2003, vol. 65, issue 1, 115-126

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.

Date: 2003
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https://doi.org/10.1111/1467-9868.00375

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