Goodness-of-Fit Tests

Thorsten Dickhaus

Chapter Chapter 3 in Theory of Nonparametric Tests, 2018, pp 37-46 from Springer

Abstract: Abstract Based on the substitution principle, we derive one-sample goodness-of-fit tests of Kolmogorov-Smirnov and Cramér-von Mises type, respectively. In the case of a completely specified null hypothesis, these tests are distribution-free, if the cumulative distribution function under the null is a continuous function. In the case of composite null hypotheses, we consider location-scale families, along with the maximum likelihood estimators of their parameters. In such cases, tests of Kolmogorov-Smirnov and Cramér-von Mises type are parameter-free and can be calibrated by means of computer simulations under an arbitrary distribution belonging to the null hypothesis.

Keywords: Simple Null Hypothesis; Mistyping; Scale Parameter Family; Maximum Likelihood Estimator; Practical Test Procedures (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-76315-6_3

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DOI: 10.1007/978-3-319-76315-6_3

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