论文标题

拟合优点的循环对称测试

Circularly Symmetric Tests of Goodness-of-Fit

论文作者

Liu, Chuanhai

论文摘要

人们意识到,现有的强大拟合度测试都是基于分类的制服,因此,在替代假设与无效的假设下的分布偏差中,不同位置的混杂效果和各种信号频率的混杂效应。本文提出了通过循环重新持续的安德森 - 达拉林测试获得的循环对称测试,重点是安德森·达林和张测试统计的循环版本。考虑了两种特定类型的圆形化,一种是通过使用最大值来获取相应的所谓扫描测试统计统计统计量的平均值来获得一种。在一定程度上,这种循环技术有效地消除了位置效果,并允许权重关注各种信号频率。一项有限但令人信服的对有限样本性能的模拟研究表明,循环的张方法的表现优于循环的Anderson-Darling,并且循环测试的表现优于其父方法。对于平均循环类型,还获得了大样本理论结果。结果表明,循环的Anderson-darling和循环的Zhang具有渐近分布,这是无限数量的独立平方标准正常随机变量的加权总和。另外,内核矩阵和功能是循环液。结果,渐近近似是通过快速傅立叶变换在计算上有效的。

It is realized that existing powerful tests of goodness-of-fit are all based on sorted uniforms and, consequently, can suffer from the confounded effect of different locations and various signal frequencies in the deviations of the distributions under the alternative hypothesis from those under the null. This paper proposes circularly symmetric tests that are obtained by circularizing reweighted Anderson-Darling tests, with the focus on the circularized versions of Anderson-Darling and Zhang test statistics. Two specific types of circularization are considered, one is obtained by taking the average of the corresponding so-called scan test statistics and the other by using the maximum. To a certain extent, this circularization technique effectively eliminates the location effect and allows the weights to focus on the various signal frequencies. A limited but arguably convincing simulation study on finite-sample performance demonstrates that the circularized Zhang method outperforms the circularized Anderson-Darling and that the circularized tests outperform their parent methods. Large-sample theoretical results are also obtained for the average type of circularization. The results show that both the circularized Anderson-Darling and circularized Zhang have asymptotic distributions that are a weighted sum of an infinite number of independent squared standard normal random variables. In addition, the kernel matrices and functions are circulant. As a result, asymptotic approximations are computationally efficient via the fast Fourier transform.

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