Data-Driven Version of Neyman's Smooth Test of Fit
Neyman平滑拟合优度检验的数据驱动版本AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要涉及一般均匀性与拟合优度检验,不能因其检验密度就归入经济分布效应方向。
反馈分类问题Neyman平滑拟合优度检验的数据驱动版本AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
Neyman's smooth test for testing uniformity is a recognized goodness-of-fit procedure. As stated by LaRiccia, the test can be viewed as a compromise between omnibus test procedures, with generally low power in all directions, and procedures whose power is focused in the direction of a specific alternative. The basic idea behind this test is to embed the null density into, say, a k-dimensional exponential family and then to construct an asymptotically optimal test for the parametric testing problem. The resulting procedure is Neyman's test with k components. The most difficult problem related with using this test is the choice of k. Recommendations in statistical literature are sometimes confusing. Some authors advocate a small number of components, whereas others show that in some situations a larger number of components is profitable. All existing suggestions concerning how to select k exploit in fact some preliminary knowledge about a possible alternative. In this article, a new data-driven method for selecting the number of components in Neyman's test is proposed. The method consists of using Schwarz's BIC procedure to choose the dimension of the exponential model for the data and then using the chosen dimension as the number of components. So this novel procedure relies on fitting the model to the data and verifying whether the difference between the model and the uniform distribution is significant. Consistency of the method is proved. Presented simulations show that the test adapts well to the alternative at hand. Simulated power of the data-driven version of Neyman's test also performs well in comparison with that of other tests.