ACTA issues

Weighted quantile correlation test for the logistic family

Ferenc Balogh, Éva Krauczi

Acta Sci. Math. (Szeged) 80:1-2(2014), 307-326
59/2013

Abstract. We summarize the results of investigating the asymptotic behavior of the weighted quantile correlation tests for the location-scale family associated to the logistic distribution. Explicit representations of the limiting distribution are given in terms of integrals of weighted Brownian bridges or alternatively as infinite series of independent Gaussian random variables. The power of this test and the test for the location logistic family against some alternatives are demonstrated by numerical simulations.



DOI: 10.14232/actasm-013-809-8

AMS Subject Classification (1991): 62F05, 60G15, 62Q05

Keyword(s): Correlation test, Karhunen--Lo?ve expansion, power study, simulation, test of Logistic distribution, Wasserstein distance


Received September 3, 2013, and in final form April 2, 2014. (Registered under 59/2013.)