Equivalence between Mallows and Girone–Cifarelli tests

É. Youndjé

Statistics & Probability Letters, 2018, vol. 141, issue C, 125-128

Abstract: In this article, it is shown that the Mallows goodness-of-fit test is equivalent to the Girone–Cifarelli test. Models for which the Mallows and Girone–Cifarelli are more powerful than the Kolmogorov–Smirnov test (commonly used) are described in Friedrich and Trede (1996) and Borroni and Chiodini (2013) respectively. Our hope is that this paper will help promote the use of these appealing tests based on the L1 distance. Particularly the use of the Girone–Cifarelli test which is computationally more efficient than the Mallows test.

Keywords: Empirical distribution function; Goodness-of-fit tests; Power of tests (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S016771521830227X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:141:y:2018:i:c:p:125-128

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2018.06.004

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().