Powerful Goodness-of-fit Tests Based on the Likelihood Ratio 论文
2002Journal of the Royal Statistical Society Series B (Statistical Methodology)引用 225
Statistical Methods and InferenceBayesian Methods and Mixture ModelsBayesian Modeling and Causal Inference
摘要
Summary A new approach of parameterization is proposed to construct a general goodness-of-fit test. It can not only generate traditional tests (including the Kolmogorov–Smirnov, Cramér–von Mises and Anderson–Darling tests) but also produce new types of omnibus tests, which are generally much more powerful than the old ones.