Person:
Morales González, Domingo

Profile Picture
First Name
Domingo
Last Name
Morales González
URI
https://hdl.handle.net/20.500.14352/83591
Affiliation
Universidad Complutense de Madrid
Faculty / Institute
Ciencias Matemáticas
Department
Area
Estadística e Investigación Operativa
Identifiers
UCM identifierORCIDScopus Author IDWeb of Science ResearcherIDDialnet IDGoogle Scholar ID

Filters

20031
Reset filters

Settings

Has files: false × Subject: 517.15 ×

Search Results

Now showing 1 - 1 of 1
  • No Thumbnail Available
    Item
    Limit laws for disparities of spacings
    (Journal of Nonparametric Statistics, 2003) Morales González, Domingo; Pardo Llorente, Leandro; Pardo Llorente, María del Carmen; Vadja, Igor
    Disparities of spacings mean the phi-disparities D-phi((q) over bar (n), p(n)) of discrete hypothetical and empirical distributions g and p(n) defined by m-spacings on i.i.d. samples of size n where phi: (0, infinity) \--> HR is twice continuously differentiable in a neighborhood of 1 and strictly convex at 1. It is shown that a slight modification of the disparity statistics introduced for testing the goodness-of-fit in 1986 by Hall are the phi-disparity statistics D-n(phi) = nD(phi) ((q) over bar (n), p(n)). These modified statistics can be ordered for 1 less than or equal to m less than or equal to n as to their sensitivity to alternatives. The limit laws governing for n --> infinity the distributions of the statistics under local alternatives are shown to be unchanged by the modification, which allows to construct the asymptotically a-level goodness-of-fit tests based on D-n(phi). In spite of that the limit laws depend only on the local properties of phi in a neighborhood of 1, we show by a simulation that for small and medium sample sizes n the true test sizes and powers significantly depend on phi and also on the alternatives, so that an adaptation of phi to concrete situations can improve performance of the phi-disparity test. Relations of D-n(phi) to some other m-spacing statistics known from the literature are discussed as well.