Goodness-of-fit tests based on maximum correlations and their orthogonal decompositions
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 2003 · Volume 65 · Issue 1
Abstract
Summary.We propose a goodness-of-fit statisticQnbased on the Hoeffding maximum correlation for testing uniformity and we show its relationship to Gini's mean difference. We compute exact and asymptotic critical values and study the power of the test proposed against a representative set of alternatives.
Keywords
Goodness of fit, L-statistics, Maximum correlation, Orthogonal decomposition of statistics
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