A data driven smooth test for circular uniformity

被引：17

作者：

Bogdan, M

Bogdan, K

Futschik, A

机构：

[1] Wroclaw Univ Technol, Inst Math, PL-50370 Wroclaw, Poland

[2] Univ Vienna, Inst Stat, A-1010 Vienna, Austria

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2002年 / 54卷 / 01期

关键词：

Schwarz's BIC criterion; goodness-of-fit; score test; smooth test; Neyman's test; Monte Carlo simulations;

D O I：

10.1023/A:1016109603897

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We propose a new omnibus test for uniformity on the circle. The new test is based upon the idea of data driven smooth tests as presented in Ledwina (1994, J. Amer. Statist. Assoc., 89, 1000-1005). Our simulations indicate that the test performs very well for multifarious alternatives. In particular, it seems to outperform other known omnibus tests when testing against multimodal alternatives. We also investigate asymptotic properties of our test and we prove that it is consistent against every departure from uniformity.

引用

页码：29 / 44

页数：16

共 37 条

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AJNE B, 1968, BIOMETRIKA, V55, P343, DOI 10.2307/2334875

[2] ASYMPTOTIC THEORY OF A CLASS OF TESTS FOR UNIFORMITY OF A CIRCULAR DISTRIBUTION [J].