Some parametric tests based on sample spacings

Rahul Singh () and Neeraj Misra
Additional contact information
Rahul Singh: Indian Institute of Technology Kanpur
Neeraj Misra: Indian Institute of Technology Kanpur

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2023, vol. 32, issue 1, No 8, 231 pages

Abstract: Abstract Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on statistics that are symmetric functions of m-step disjoint sample spacings. Asymptotic properties of these tests have been investigated under the simple null hypothesis and under a sequence of local alternatives converging to the null hypothesis. The asymptotic properties of the proposed tests have also been studied under the composite null hypothesis. We observed that these tests have similar asymptotic properties as the likelihood ratio test. Finite sample performances of the proposed tests are assessed numerically. A data analysis based on real data is also reported. The proposed tests provide alternative to similar tests based on simple spacings (i.e. $$m=1$$ m = 1 ), that were proposed earlier in the literature. These tests also provide an alternative to likelihood ratio tests in situations where likelihood function may be unbounded, and hence, likelihood ratio tests do not exist.

Keywords: Asymptotic distribution; Generalised spacings estimator; Hypothesis test; Likelihood ratio test; Multivariate spacings; Nearest neighbour; 62F03; 62F05 (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s11749-022-00831-0 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

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:spr:testjl:v:32:y:2023:i:1:d:10.1007_s11749-022-00831-0

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/11749/PS2

DOI: 10.1007/s11749-022-00831-0

Access Statistics for this article

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research is currently edited by Alfonso Gordaliza and Ana F. Militino

More articles in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research from Springer, Sociedad de Estadística e Investigación Operativa
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().