The limit distribution of weighted $$L^2$$ L 2 -goodness-of-fit statistics under fixed alternatives, with applications

The limit distribution of weighted $$L^2$$ L 2 -goodness-of-fit statistics under fixed... We present a general result on the limit distribution of weighted one- and two-sample $$L^2$$ L 2 -goodness-of-fit test statistics of some hypothesis $$H_0$$ H 0 under fixed alternatives. Applications include an approximation of the power function of such tests, asymptotic confidence intervals of the distance of an underlying distribution with respect to the distributions under $$H_0$$ H 0 , and an asymptotic equivalence test that is able to validate certain neighborhoods of $$H_0$$ H 0 . Annals of the Institute of Statistical Mathematics Springer Journals

The limit distribution of weighted $$L^2$$ L 2 -goodness-of-fit statistics under fixed alternatives, with applications

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Springer Japan
Copyright © 2016 by The Institute of Statistical Mathematics, Tokyo
Statistics; Statistics, general; Statistics for Business/Economics/Mathematical Finance/Insurance
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