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Behaviour on the Length Test for Medium Sample Sizes

Dittrich, Regina and Reschenhofer, Erhard and Bomze, Immanuel (1993) Behaviour on the Length Test for Medium Sample Sizes. Forschungsberichte / Institut für Statistik, 36. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

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Abstract

In this note it is shown that even for relatively large sample sizes the asymptotic distribution of the smoothed length as derived in Reschenhofer and Bomre (1991) should not be used for the determination of critical values. Therefore extended tables of critical values for both the 1% and 5% levels of significance generated by simulation are presented. (author's abstract)

Item Type: Paper
Keywords: Goodness of fit / spacings / white noise
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 11 Jul 2006 11:47
Last Modified: 03 May 2015 06:18
URI: http://epub.wu.ac.at/id/eprint/1428

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