Asymptotic properties of goodness of fit tests based on higher order overlapping spacings

Sherzod M. Mirakhmedov

Statistics & Probability Letters, 2025, vol. 225, issue C

Abstract: The paper is devoted to tests for uniformity based on sum-functions of overlapping spacings, where the order of spacings can diverge to infinity as the sample size increases. In particular, it is shown that the asymptotic local power and Pitman asymptotic relative efficiencies of these tests depend significantly on the asymptotic properties of the counterpart statistics based on disjoint spacings. The general results are applied to a family of tests based on power divergence statistics.

Keywords: Exponential distribution; Spacings; Goodness of fit test; Pitman efficiency; Local alternatives; Power divergence statistics (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2025.110461

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