Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test

S. Ejaz Ahmed, Mohamed Amezziane and Keshab Dahal

Statistics & Probability Letters, 2025, vol. 218, issue C

Abstract: We propose a zero-centered version of the Bickel–Rosenblatt statistic and use it to construct goodness of fit tests. We derive the null distributions and power functions of these tests along with their consistency results. A simulation study is carried out to show how the new tests outperform traditional ones.

Keywords: Bias correction; Bickel–Rosenblatt test; Type I error; U-statistics (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2024.110310

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