Abstract

We discuss a class of statistics based on spacings of increasing order and show that these statistics are almost surely consistent. Special attention is devoted to estimation of phi-divergences and to tests for uniformity on the unit interval. It is shown that tests for uniformity, based on sum-functions of spacings, are strongly consistent against all absolutely continuous alternatives having support [0, 1]. (c) 2005 Elsevier B.V. All rights reserved

Published in

Journal of Statistical Planning and Inference
2006, Volume: 136, number: 8, pages: 2535-2546
Publisher: ELSEVIER SCIENCE BV

SLU Authors

• Ekström, Magnus

  • Department of Forest Economics, Swedish University of Agricultural Sciences
    

UKÄ Subject classification

Probability Theory and Statistics


Publication identifier

DOI: https://doi.org/10.1016/j.jspi.2004.11.006

Permanent link to this page (URI)

https://res.slu.se/id/publ/9311