TESTOVI SAGLASNOSTI ZASNOVANI NA L(NA KVADRAT) I L(NA BESKONAČNO) RASTOJANJA I NJIHOVA AIMPTOTSKA EFIKASNOST

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TESTOVI SAGLASNOSTI ZASNOVANI NA L(NA KVADRAT) I L(NA BESKONAČNO) RASTOJANJA I NJIHOVA AIMPTOTSKA EFIKASNOST

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dc.contributor.advisor Milošević, Bojana
dc.contributor.author Cuparić, Marija
dc.date.accessioned 2021-05-14T15:50:26Z
dc.date.available 2021-05-14T15:50:26Z
dc.date.issued 2021
dc.identifier.uri http://hdl.handle.net/123456789/5212
dc.description.abstract The goal of this dissertation is the construction of new goodness-of-fit tests,analysis of their properties, as well as to obtain new theoretical findings regarding the limitingdistributions of weakly degeneratedV−statistics with estimated parameters. New goodness-of-fit tests are based on equidistributional type characterizations of two sample functions.Test statistics are formed asL2distances betweenV−empirical distribution functions ofstatistics from characterization, and also asL2andL∞distances betweenV−empiricalLaplace transformations of those statistics. In the latter case, resulting test statistics can beobserved asV−statistics with an estimated parameter or as functions of those statistics.Until now, limiting results were known for non-degenerateV−statistics with estimatedparameters, as well as for weakly degenerateV−statistics of degree two with estimatedparameters. Limiting results for the appropriate class of weakly degenerateV−statistics withan estimated parameter of degreem, wheremis even number, are derived in this dissertation.Owing to these results, asymptotic properties for presented tests are determined. To assessthe quality of these tests, empirical powers were determined using Monte Carlo simulations, aswell as approximate Bahadur efficiency. New results are presented regarding the approximateBahadur efficiency in case of close alternatives, which is applicable also when the limitingdistribution of statistics under the null hypothesis is not normal. In this sense, the comparisonbetween many tests is performed, both classical tests and recently developed tests.All previously mentioned results were obtained for complete samples. Additional, modifi-cation of previously introduced tests for randomly censored data was also proposed. In sucha case, the new theoretically justified bootstrap method is proposed for the approximation ofp−value. en_US
dc.description.provenance Submitted by Slavisha Milisavljevic (slavisha) on 2021-05-14T15:50:26Z No. of bitstreams: 1 marijacuparicdr.pdf: 1771018 bytes, checksum: 20a4c7deeb66ed2618f8347148c688c9 (MD5) en
dc.description.provenance Made available in DSpace on 2021-05-14T15:50:26Z (GMT). No. of bitstreams: 1 marijacuparicdr.pdf: 1771018 bytes, checksum: 20a4c7deeb66ed2618f8347148c688c9 (MD5) Previous issue date: 2021 en
dc.language.iso sr en_US
dc.publisher Beograd en_US
dc.title TESTOVI SAGLASNOSTI ZASNOVANI NA L(NA KVADRAT) I L(NA BESKONAČNO) RASTOJANJA I NJIHOVA AIMPTOTSKA EFIKASNOST en_US
mf.author.birth-date 1992-03-27
mf.author.birth-place Čačak en_US
mf.author.birth-country Srbija en_US
mf.author.residence-state Srbija en_US
mf.author.citizenship Srpsko en_US
mf.author.nationality Srpkinja en_US
mf.subject.area Mathematics en_US
mf.subject.keywords V-statistics,V−empirical processes, weakly degenerate kernel, characterizationof distributions, Laplace transform, Bahadur asymptotic efficiency, censored data, inverseprobability of censored weight, bootstrap en_US
mf.subject.subarea Probability and Statistics en_US
mf.contributor.committee Mladenović, Pavle
mf.contributor.committee Merkle, Milan
mf.contributor.committee Obradović, Marko
mf.contributor.committee Milošević, Bojana
mf.university.faculty Mathematical faculty en_US
mf.document.pages 163 en_US
mf.document.location Beograd en_US
mf.document.genealogy-project No en_US
mf.university Belgrade University en_US

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