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Minimal–maximal correlation-type goodness-of-fit...
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