Goodness-of-fit tests based on maximum correlations and their orthogonal decompositions |
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Authors: | J. Fortiana, A. Grané |
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Affiliation: | Universitat de Barcelona, Spain |
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Abstract: | Summary. We propose a goodness-of-fit statistic Q n based on the Hoeffding maximum correlation for testing uniformity and we show its relationship to Gini's mean difference. We compute exact and asymptotic critical values and study the power of the test proposed against a representative set of alternatives. |
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Keywords: | Goodness of fit L-statistics Maximum correlation Orthogonal decomposition of statistics |
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