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Sum-functions of spacings of increasing order
Centre of Biostochastics, Swedish University of Agricultural Sciences, Umeå.
2006 (English)In: Journal of Statistical Planning and Inference, ISSN 0378-3758, Vol. 136, no 8, 2535-2546 p.Article in journal (Refereed) Published
Abstract [en]

We discuss a class of statistics based on spacings of increasing order and show that these statistics are almost surely consistent. Special attention is devoted to estimation of φφ-divergences and to tests for uniformity on the unit interval. It is shown that tests for uniformity, based on sum-functions of spacings, are strongly consistent against all absolutely continuous alternatives having support [0,1].

Place, publisher, year, edition, pages
Elsevier, 2006. Vol. 136, no 8, 2535-2546 p.
Keyword [en]
high-order spacings, testing uniformity, phi-divergence, alpha-mixing and phi-mixing sequence
National Category
Probability Theory and Statistics
Research subject
URN: urn:nbn:se:umu:diva-81160DOI: 10.1016/j.jspi.2004.11.006OAI: diva2:653034
Available from: 2013-10-02 Created: 2013-10-02 Last updated: 2014-01-20Bibliographically approved

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Ekström, Magnus
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