Minimal-maximal correlation-type goodness-of-fit tests

In this paper we consider correlation-type tests based on plotting points which are modifications to the simultaneous closeness probability plotting points as recently introduced in the literature. In particular, we consider a maximal correlation test and a minimal correlation test. Furthermore, we...

Full description

Saved in:
Bibliographic Details
Published inJournal of statistical computation and simulation Vol. 86; no. 11; pp. 2157 - 2164
Main Authors White, Josie A., Davies, Katherine F.
Format Journal Article
LanguageEnglish
Published Abingdon Taylor & Francis 23.07.2016
Taylor & Francis Ltd
Subjects
Computation
Computer simulation
Correlation
Correlation analysis
correlation-type tests
Mathematical models
order statistics
Pitman closeness
Plotting
Quantile-quantile plots
simultaneous closeness
Statistical analysis
Statistical tests
Online AccessGet full text

Cover

More Information
Summary:In this paper we consider correlation-type tests based on plotting points which are modifications to the simultaneous closeness probability plotting points as recently introduced in the literature. In particular, we consider a maximal correlation test and a minimal correlation test. Furthermore, we provide two methods to carry out each test, where one method uses plotting points which are data dependent and the other test uses plotting points which are not. Some numerical properties on the associated correlation statistics are provided for various distributions, as well as a comprehensive power study to assess their performance in comparison to correlation-type tests based on more traditional plotting points. Two illustrative examples are also provided to demonstrate the tests. Finally, we make some observations and provide ideas for future work.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 23
ISSN:0094-9655
1563-5163
DOI:10.1080/00949655.2015.1104684