Publication:
A scale-free adaptive statistic for testing exponentiality against Weibull and generalized Pareto distributions

dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorGrané, Aurea
dc.contributor.authorFortiana, Josep
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Estadísticaen
dc.date.accessioned2007-07-10T10:11:49Z
dc.date.available2007-07-10T10:11:49Z
dc.date.issued2007-07
dc.description.abstractIn Fortiana and Grané (2002) we study a scale-free statistic, based on Hoeffding's maximum correlation, for testing exponentiality. This statistic admits an expansion along a countable set of orthogonal axes, originating a sequence of statistics. Linear combinations of a given number p of terms in this sequence can be written as a quotient of L-statistics. In this paper we propose a scalefree adaptive statistic for testing exponentiality with optimal power against a specific alternative. We obtain its exact distribution and compare it with other scale-free statistics for testing exponentiality, such as the Stephens' modification of the Shapiro-Wilk statistic, the Gini statistic and the Qn statistic defined in Fortiana and Grané (2002).en
dc.format.extent241327 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.repecws075614
dc.identifier.urihttps://hdl.handle.net/10016/858
dc.language.isoengen
dc.language.isoengen
dc.relation.ispartofseriesUC3M Working papers. Statistics and Econometricsen
dc.relation.ispartofseries07-14en
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.ecienciaEstadística
dc.subject.otherGoodness-of-fiten
dc.subject.otherExponentialityen
dc.subject.otherMaximum correlationen
dc.subject.otherDecomposition of tests statisticsen
dc.subject.otherExact distributionen
dc.subject.otherL-statisticsen
dc.subject.other62G10
dc.subject.other62G30
dc.subject.other62E15
dc.titleA scale-free adaptive statistic for testing exponentiality against Weibull and generalized Pareto distributionsen
dc.typeworking paper*
dspace.entity.typePublication
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