A Note on Vector-Valued Goodness-of-Fit Tests

2010

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DOI 10.1080/03610920903140015
Data confidence 70 medium
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Abstract

Vector-valued goodness-of-fit tests based on a single sample with possibly dependent components are considered. Sometimes, e.g., when combining both correlated and uncorrelated nonparametric or parametric tests of approximately the same power, vector-valued tests can provide a gain in power. Several examples of such a gain are presented.