Abstract
Tests based on higher-order or m-step spacings have been considered in the literature for the goodness of fit problem. This paper studies the asymptotic distribution theory for such tests based on non-overlapping m-step spacings when m, the length of the step, also increases with the sample size n, to inifinity. By utilizing the asymptotic distributions under a sequence of close alternatives and studying their relative efficiencies, we try to answer a central question about the choice of m in relation to n. Efficiency comparisons are made with tests based on overlapping m-step spacings, as well as corresponding chi-square tests.
| Original language | English |
|---|---|
| Pages (from-to) | 355-377 |
| Number of pages | 23 |
| Journal | Metrika: International Journal for Theoretical and Applied Statistics |
| Volume | 36 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1989 |
| Externally published | Yes |
Keywords
- asymptotic efficiencies
- chi-square
- goodness of fit
- limit distributions
- m-step spacings