The asymptotic maximin property of chi-squared type tests based on the empirical process

Sangyeol Lee

Statistics & Probability Letters, 1996, vol. 29, issue 4, 285-292

Abstract: For a goodness-of-fit test of an i.i.d. sample, we consider a chi-squared (quadratic) type statistic generated by the empirical process. In this paper, we investigate the maximin property of the test in the sense of Strasser (1985) via studying the asymptotic behavior of the empirical process under a sequence of contiguous alternatives.

Keywords: Goodness-of-fit; test; Chi-squared; type; statistic; Empirical; process; Maximin; property; Contiguous; alternatives (search for similar items in EconPapers)
Date: 1996
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