Abstract
Tests based on higher-order orm-step spacings have been considered in the literature for the goodness of fit problem. This paper studies the asymptotic distribution theory for such tests based on non-overlappingm-step spacings whenm, the length of the step, also increases with the sample sizen, to inifinity. By utilizing the asymptotic distributions under a sequence of close alternatives and studying their relative efficiencies, we try to answer a central question about the choice ofm in relation ton. Efficiency comparisons are made with tests based on overlappingm-step spacings, as well as corresponding chi-square tests.
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Jammalamadaka, S.R., Zhou, X. & Tiwari, R.C. Asymptotic efficiencies of spacings tests for goodness of fit. Metrika 36, 355–377 (1989). https://doi.org/10.1007/BF02614112
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DOI: https://doi.org/10.1007/BF02614112