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Some Goodness of Fit Tests based on Centre Outward Spacings (2207.01992v1)
Published 5 Jul 2022 in stat.ME, math.ST, and stat.TH
Abstract: Data depth provides a centre-outward ordering for multivariate data. Recently, some univariate GoF tests based on data depth have been studied by Li (2018). This paper discusses some univariate goodness of fit tests based on centre-outward spacings. These tests have similar asymptotic properties (distribution and efficiency) as those based on usual spacings. A simulation study reveals that for light-tailed symmetric alternatives, the proposed tests perform better than those based on usual spacings.