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Neyman-type smooth tests for location-scale families

BiometrikaPublished 1 January 1986
J. C. W. Rayner, D. J. Best
Citations39
SJR quartileQ1
SJR score3.60
SNIP2.67

Abstract

The smooth tests of Neyman (1937) are modified to permit composite alternatives and a choice of orthonormal functions in their construction. These orthonormal functions may be chosen to improve detection of particular alternatives. The tests are easy to apply and have useful orthogonal components. A test for exponentiality is examined, and shown to perform well against its competitors.

Keywords

Mathematics