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

Publikation: Bidrag till tidskrift › Artikel i vetenskaplig tidskrift › Peer review

Sammanfattning

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

Originalspråk	Engelska
Sidor (från-till)	2535-2546
Antal sidor	12
Tidskrift	Journal of Statistical Planning and Inference
Volym	136
Nummer	8
DOI	https://doi.org/10.1016/j.jspi.2004.11.006
Status	Publicerad - 2006

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10.1016/j.jspi.2004.11.006

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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

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