Details
| Originalsprache | Englisch |
|---|---|
| Seiten (von - bis) | 1863 - 1896 |
| Seitenumfang | 34 |
| Fachzeitschrift | Computational Statistics and Data Analysis |
| Jahrgang | 33 |
| Ausgabenummer | 4 |
| Frühes Online-Datum | 22 Mai 2018 |
| Publikationsstatus | Veröffentlicht - Dez. 2018 |
Abstract
The paper deals with the asymptotic behaviour of estimators, statistical tests and confidence intervals for L 2-distances to uniformity based on the empirical distribution function, the integrated empirical distribution function and the integrated empirical survival function. Approximations of power functions, confidence intervals for the L 2-distances and statistical neighbourhood-of-uniformity validation tests are obtained as main applications. The finite sample behaviour of the procedures is illustrated by a simulation study.
ASJC Scopus Sachgebiete
- Mathematik (insg.)
- Computational Mathematics
- Mathematik (insg.)
- Statistik und Wahrscheinlichkeit
- Entscheidungswissenschaften (insg.)
- Statistik, Wahrscheinlichkeit und Ungewissheit
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in: Computational Statistics and Data Analysis, Jahrgang 33, Nr. 4, 12.2018, S. 1863 - 1896.
Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review
}
TY - JOUR
T1 - Statistical inference for L2-distances to uniformity
AU - Baringhaus, Ludwig
AU - Gaigall, Daniel
AU - Thiele, Jan Philipp
PY - 2018/12
Y1 - 2018/12
N2 - The paper deals with the asymptotic behaviour of estimators, statistical tests and confidence intervals for L 2-distances to uniformity based on the empirical distribution function, the integrated empirical distribution function and the integrated empirical survival function. Approximations of power functions, confidence intervals for the L 2-distances and statistical neighbourhood-of-uniformity validation tests are obtained as main applications. The finite sample behaviour of the procedures is illustrated by a simulation study.
AB - The paper deals with the asymptotic behaviour of estimators, statistical tests and confidence intervals for L 2-distances to uniformity based on the empirical distribution function, the integrated empirical distribution function and the integrated empirical survival function. Approximations of power functions, confidence intervals for the L 2-distances and statistical neighbourhood-of-uniformity validation tests are obtained as main applications. The finite sample behaviour of the procedures is illustrated by a simulation study.
KW - Coverage probability
KW - Equivalence test
KW - Goodness-of-fit tests for uniformity
KW - Integrated empirical distribution (survival) function
KW - Neighbourhood-of-uniformity validation test
KW - Numerical inversion of Laplace transforms
UR - http://www.scopus.com/inward/record.url?scp=85053006846&partnerID=8YFLogxK
U2 - 10.1007/s00180-018-0820-0
DO - 10.1007/s00180-018-0820-0
M3 - Article
VL - 33
SP - 1863
EP - 1896
JO - Computational Statistics and Data Analysis
JF - Computational Statistics and Data Analysis
SN - 0167-9473
IS - 4
ER -