Motivated by the construction of independent scale-free spacings for the exponential distribution, analogous quantities are defined for an arbitrary distribution, and their joint asymptotic behaviour studied under suitable tail conditions. These scale-free spacings provide a unified approach to the problem of consecutive discordancy testing when location and scale parameters are unknown. A normal example is discussed and the accuracy of the approximations assessed via some Monte Carlo studies.
Publié le : 1986-12-14
Classification:
Scale-free spacings,
consecutive discordancy tests,
extreme value theory,
regular variation,
62E20,
62F05
@article{1176350171,
author = {Sweeting, T. J.},
title = {Asymptotically Independent Scale-Free Spacings with Applications to Discordancy Testing},
journal = {Ann. Statist.},
volume = {14},
number = {2},
year = {1986},
pages = { 1485-1496},
language = {en},
url = {http://dml.mathdoc.fr/item/1176350171}
}
Sweeting, T. J. Asymptotically Independent Scale-Free Spacings with Applications to Discordancy Testing. Ann. Statist., Tome 14 (1986) no. 2, pp. 1485-1496. http://gdmltest.u-ga.fr/item/1176350171/