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Smooth tests of goodness of fit for regular distributions
Authors:JCW Rayner  DJ Best
Institution:1. Department of Mathematics and Statistics , University of Otago , Dunedin, New Zealand;2. CSIRO Division of Mathematics and Statistics , North Ryde, NSW, Australia
Abstract:Smooth tests of goodness of fit based on orthonormal functions for location-scale families were introducedin Rayner and Best (1986).This paper extends this class of tests from location -scale families to ‘regular’ families. The extension preserves the desirable properties of the class, such as weak optimality, accessible components and convenient distribution theory
Keywords:components  multivariate normal  orihonorma! functions  Poisson  score statistic
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