Goodness-of-Fit Tests Based on Maximum Correlations and Their Orthogonal Decompositions
基于最大相关及其正交分解的拟合优度检验
Summary We propose a goodness-of-fit statistic Qn based 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.