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.
- Power of goodness-of-fit tests
- Vector-valued tests
ASJC Scopus subject areas
- Statistics and Probability