Weighted quantile correlation test for the logistic family

Abstract

Abstract. We summarize the results of investigating the asymptotic behavior of the weighted quantile correlation tests for the location-scale family associated to the logistic distribution. Explicit representations of the limiting distribution are given in terms of integrals of weighted Brownian bridges or alternatively as infinite series of independent Gaussian random variables. The power of this test and the test for the location logistic family against some alternatives are demonstrated by numerical simulations.

Eloszláscsaládokhoz való illeszkedés vizsgálata

“…Majd ugyancsak egy szimulációs er®vizsgálat következik, valamint összehasonlítjuk az új teszt erejét az empirikus karakterisztikus függvényre és az empirikus momentum-generáló függvényre alapozott Meintanis [58] tesztekkel. Ez a fejezet tartalmazza a Balogh és Krauczi [6] cikk eredményeit.…”

“…The results of Chapter 5 are from Balogh and Krauczi [6]. In this chapter we present the weighted version of the quantile correlation test statistics for goodness of t to the logistic family, introduced by del Barrio, Cuesta-Albertos, Matrán and Rodríguez-Rodríguez [34], and del Barrio, Cuesta-Albertos and Matrán [33].…”