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arXiv · 1505.07415

Two-dimensional Kolmogorov-type Goodness-of-fit Tests Based on Characterizations and their Asymptotic Efficiencies

Bojana Milošević·Marko Obradović
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Abstract

In this paper new two-dimensional goodness of fit tests are proposed. They are of supremum-type and are based on different types of characterizations. For the first time a characterization based on independence of two statistics is used for goodness-of-fit testing. The asymptotics of the statistics is studied and Bahadur efficiencies of the tests against some close alternatives are calculated. In the process a theorem on large deviations of Kolmogorov-type statistics has been extended to the multidimensional case.

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Bojana Milošević, Marko Obradović. 2015-05-27. Two-dimensional Kolmogorov-type Goodness-of-fit Tests Based on Characterizations and their Asymptotic Efficiencies. https://doi.org/10.1080/10485252.2016.1163358

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