Anderson Darling and Modified Anderson Darling Tests for Generalized Pareto Distribution

K-Sample Anderson-Darling Tests

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Anderson-Darling Tests of Goodness-of-Fit

Random Projection-Based Anderson-Darling Test for Random Fields

In this paper, we present the Anderson-Darling (AD) and Kolmogorov-Smirnov (KS) goodness of fit statistics for stationary and non-stationary random fields. Namely, we adopt an easy-to-apply method based on a random projection of a Hilbert-valued random field onto the real line R, and then, applying the well-known AD and KS goodness of fit tests. We conclude this paper by studying the behavior o...

K-sample Anderson-darling Tests of Fit, for Continuous and Discrete Cases

Two k-sample versions of the Anderson-Darling (AD) test of fit are proposed and their asymptotic null distributions are derived for the continuous as well as the discrete case. In the continuous case the asymptotic distributions coincide with the (k − 1)-fold convolution of the 1-sample AD asymptotic distribution. Monte Carlo simulation is used to investigate the null distribution small sample ...

General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic

We consider the relative merits of various saddlepoint approximations for the c.d.f. of a statistic with a possibly non-normal limit distribution. In addition to the usual Lugannani-Rice approximation we also consider approximations based on higher-order expansions, including the case where the base distribution for the approximation is taken to be non-normal. This extends earlier work by Wood ...