基于经验特征函数的简单假设拟合优度检验

A Goodness-of-Fit Test of Simple Hypotheses Based on the Empirical Characteristic Function

Biometrika · 1980
被引 5
ABS 4

中文导读

利用经验特征函数及其渐近分布,提出一种卡方拟合优度检验方法,用于简单原假设,并研究了针对特定备择假设时评估经验特征函数的最优点数与位置。

Abstract

The empirical characteristic function φ n ( t ) and its asymptotic distribution are utilized to find a chi-squared goodness-of-fit test for simple null hypotheses. In addition the optimum number and location of points t at which φ n ( t ) has to be evaluated is investigated for specified alternative hypotheses.

统计学计量经济学假设检验拟合优度