论文标题
重新持续和循环的安德森 - 戴上拟合优度测试
Reweighted and Circularized Anderson-Darling Tests of Goodness-of-Fit
论文作者
论文摘要
本文研究了在重新持续的安德森 - 达拉林测试的背景下对拟合良好的综合测试，并做出了三倍的贡献。第一个贡献是提供几何理解。有人认为，可交换分布偏差的最小差异的测试统计量可以用作良好的通用测试。第二个贡献是提出更好的综合测试，称为循环对称测试，并通过循环重新加权的Anderson-Darling测试统计统计量或基于观察到的顺序统计数据获得测试统计量。结果测试称为循环测试。一项有限但令人信服的对有限样本性能的模拟研究表明，循环测试的性能良好，因为它们通常在模拟研究中优于其父方法。第三个贡献是建立新的大样本结果。
This paper takes a look at omnibus tests of goodness of fit in the context of reweighted Anderson-Darling tests and makes threefold contributions. The first contribution is to provide a geometric understanding. It is argued that the test statistic with minimum variance for exchangeable distributional deviations can serve as a good general-purpose test. The second contribution is to propose better omnibus tests, called circularly symmetric tests and obtained by circularizing reweighted Anderson-Darling test statistics or, more generally, test statistics based on the observed order statistics. The resulting tests are called circularized tests. A limited but arguably convincing simulation study on finite-sample performance demonstrates that circularized tests have good performance, as they typically outperform their parent methods in the simulation study. The third contribution is to establish new large-sample results.
