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Statistical inference for L²-distances to uniformity
- The paper deals with the asymptotic behaviour of estimators, statistical tests and confidence intervals for L²-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 L²-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.
Author: | Ludwig Baringhaus, Daniel Gaigall, Jan Philipp Thiele |
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DOI: | https://doi.org/10.1007/s00180-018-0820-0 |
ISSN: | 1613-9658 |
Parent Title (English): | Computational Statistics |
Publisher: | Springer |
Place of publication: | Berlin |
Document Type: | Article |
Language: | English |
Year of Completion: | 2018 |
Date of first Publication: | 2018/05/22 |
Tag: | Coverage probability; Equivalence test; Goodness-of-fit tests for uniformity; Integrated empirical distribution (survival) function; Numerical inversion of Laplace transforms |
Volume: | 2018 |
Issue: | 33 |
First Page: | 1863 |
Last Page: | 1896 |
Link: | https://doi.org/10.1007/s00180-018-0820-0 |
Zugriffsart: | campus |
Institutes: | FH Aachen / Fachbereich Medizintechnik und Technomathematik |
collections: | Verlag / Springer |