Maximum Correlations and Tests of Goodness-of-Fit

A. Grané and J. Fortiana
Additional contact information
A. Grané: Universitat de Barcelona, Departament d’Estadística
J. Fortiana: Universitat de Barcelona, Departament d’Estadística

A chapter in Distributions With Given Marginals and Statistical Modelling, 2002, pp 113-123 from Springer

Abstract: Abstract Hoeffding’s maximum correlation coefficient equals unity when both distributions coincide. This fact suggests a method to test whether the cdf of an iid sequence of random variables is a given F, by computing this coefficient between F and the empirical cdf of the sequence. In this paper we present three instances of actual goodness-of-fit tests derived from this basic principle and we discuss their small- and large-sample properties.

Keywords: Goodness-of-fit; maximum correlation; L-statistics; 62G30; 62G20 (search for similar items in EconPapers)
Date: 2002
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:sprchp:978-94-017-0061-0_13

Ordering information: This item can be ordered from
http://www.springer.com/9789401700610

DOI: 10.1007/978-94-017-0061-0_13

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().