It will be shown that the power-divergence family of goodness-of-fit statistics for completely specified parameters and nuisance parameter, under the sparseness assumption, have the same asymptotic normal distribution under a sequence of local alternatives. Hence, these tests have such low...

Zellner (1975), Chaloner and Brant (1988), and Chaloner (1991) used the posterior distributions of the realized errors to define outliers in a linear model. The same concept is used here to define outliers in a state-space model. An effective approach to compute the posterior probabilities of...

In this paper we present a widely applicable definition of the predictive likelihood based on estimators that are either sufficient or approximately sufficient. Under regularity conditions, this predictive likelihood is shown to equal the Bayes prediction density up to terms of order O p(n-1)....

A mathc statistic considered by Khidr (1981) is interpreted in terms of crossings of the empirical and true distribution functions and a simpler alternate derivation of its distribution provided. This approach can also be used to obtain the distribution of a two-sample match statistic,...

Let X1,..., Xn be a sequence of independent and identically distributed random variables with an unknown underlying continuous cumulative distribution function F. Relative to this unknown distribution function suppose one would like to test a null hypothesis concerning the goodness of fit of F...