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Goodness-of-fit statistics based on weighted Lp-functionals

Ibrahim A. Ahmad

Statistics & Probability Letters, 1997, vol. 35, issue 3, 261-268

Abstract: A class of test statistics is introduced which is based on the Lp-distance between distributions. It is shown to be asymptotically normal both under the null and under the alternatives. The class is easily adaptable to multivariate distributions and to situations when parameters are estimated. It can also be modified to handle distributions defined on circles or when the data are sampled minima.

Date: 1997
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Citations: View citations in EconPapers (1)

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