Generalized Chi-Square Goodness-of-Fit Tests for Location-Scale Models when the Number of Classes Tends to Infinity
类别数趋于无穷时位置—尺度模型的广义卡方拟合优度检验
In this paper we consider generalized chi-square goodness-of-fit tests based on increasingly finer partitions (as the sample size increases) for models with location-scale nuisance parameters. The asymptotic distributions are derived both under the null hypothesis and under local alternatives, obtained by taking contamination families of densities between the null hypothesis and fixed alternative hypotheses. If the number of random cells increases to infinity, the…