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Testing Uniformity Via Log-Spline Modeling

机译:Testing Uniformity Via Log-Spline Modeling

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摘要

The data driven method of selecting the number of components in Neyman's smooth test for uniformity, introduced by Ledwina (1994) and generalized by Kallenberg and Ledwina (1995a), is extended to cover some log-spline models. Asymptotic null distribution is derived and consistency of the data driven test is shown under essentially all alternatives. Some simulation results are also presented.

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