Journal article
Minimal–maximal correlation-type goodness-of-fit tests
Abstract
In this paper we consider correlation-type tests based on plotting points which are modifications to the simultaneous closeness probability plotting points as recently introduced in the literature. In particular, we consider a maximal correlation test and a minimal correlation test. Furthermore, we provide two methods to carry out each test, where one method uses plotting points which are data dependent and the other test uses plotting points …
Authors
White JA; Davies KF
Journal
Journal of Statistical Computation and Simulation, Vol. 86, No. 11, pp. 2157–2164
Publisher
Taylor & Francis
Publication Date
July 23, 2016
DOI
10.1080/00949655.2015.1104684
ISSN
0094-9655