COMPONENT TYPE TESTS WITH ESTIMATED PARAMETERS
R. L. Eubank
V. N. LaRiccia
J. H. Schuenemeyer
Abstract: Goodness-of-fit tests based on sums of squared components of the Cramér-von
Mises statistic with a growing number of summands are studied in the case of a composite
null hypothesis. The tests are seen to be related to nonparametric function estimation
procedures and Neyman smooth tests. The large sample properties of the tests are examined
under sequences of local alternatives and the proposed methodology is illustrated on real data
sets.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -