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 |
|---|---|
| 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 |
| Date of the Publication (Server): | 2023/01/16 |
| 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 |
