On modified Anderson-Darling test statistics with asymptotic properties

Yuyan Ma, Masato Kitani and Hidetoshi Murakami

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 4, 1420-1439

Abstract: This study proposes two modified Anderson-Darling test statistics that emphasize the upper or lower tails of distribution. Under the finite sample sizes, various models are used to estimate the upper tail percentage points of the proposed test statistic. The limiting distribution of the proposed test statistics is derived with a sum of infinite series. The polynomial approximation, the method of Durbin and Knott and the normal and non normal saddlepoint approximations are used to approximate the limiting distribution of the suggested test statistics. Simulations are used to investigate the accuracy of various approximations. The asymptotic power of the proposed statistics is obtained to compare with various statistics. The proposed test statistics are illustrated by the analysis of real data.

Date: 2024
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2022.2101121 (text/html)
Access to full text is restricted to subscribers.

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:taf:lstaxx:v:53:y:2024:i:4:p:1420-1439

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2022.2101121

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().