Sum-functions of spacings of increasing order

Magnus Ekström

doi:10.1016/j.jspi.2004.11.006

Sum-functions of spacings of increasing order

Magnus Ekström

Publication: Contribution to journal › Journal article › peer-review

Abstract

We discuss a class of statistics based on spacings of increasing order and show that these statistics are almost surely consistent. Special attention is devoted to estimation of phi-divergences and to tests for uniformity on the unit interval. It is shown that tests for uniformity, based on sum-functions of spacings, are strongly consistent against all absolutely continuous alternatives having support [0, 1]. (c) 2005 Elsevier B.V. All rights reserved

Original language	English
Pages (from-to)	2535-2546
Number of pages	12
Journal	Journal of Statistical Planning and Inference
Volume	136
Issue number	8
DOIs	https://doi.org/10.1016/j.jspi.2004.11.006
Publication status	Published - 2006

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10.1016/j.jspi.2004.11.006

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title = "Sum-functions of spacings of increasing order",

abstract = "We discuss a class of statistics based on spacings of increasing order and show that these statistics are almost surely consistent. Special attention is devoted to estimation of phi-divergences and to tests for uniformity on the unit interval. It is shown that tests for uniformity, based on sum-functions of spacings, are strongly consistent against all absolutely continuous alternatives having support [0, 1]. (c) 2005 Elsevier B.V. All rights reserved",

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AB - We discuss a class of statistics based on spacings of increasing order and show that these statistics are almost surely consistent. Special attention is devoted to estimation of phi-divergences and to tests for uniformity on the unit interval. It is shown that tests for uniformity, based on sum-functions of spacings, are strongly consistent against all absolutely continuous alternatives having support [0, 1]. (c) 2005 Elsevier B.V. All rights reserved

UR - https://res.slu.se/id/publ/9311

U2 - 10.1016/j.jspi.2004.11.006

DO - 10.1016/j.jspi.2004.11.006

M3 - Journal article

SN - 0378-3758

VL - 136

SP - 2535

EP - 2546

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 8

ER -

Sum-functions of spacings of increasing order

Abstract

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