Książka - szczegóły

CONTENTS
1. Introduction.............................................................................................................................................5
2. Assumptions and notations................................................................................................................6
3. An important asymptotic distribution..................................................................................................8
4. The asymptotic distribution of $K*_{μ, ν}$ under the null hypothesis.........................................14
5. The denominators of the test functions under the alternative hypothesis..................................18
6. The behaviour of $K*_{μ, ν}$ under the alternative hypothesis....................................................22
7. A class of alternative hypotheses for which the $K*_{μ, ν}$ test is consistent..........................23
8. The asymptotic distribution of under the null hypothesis..............................................................26
9. The behaviour of $J*_{μ, ν}$ under alternative hypotheses..........................................................28
10. Orthogonal polynomial.......................................................................................................................33
11. Polynomial trends...............................................................................................................................35
12. Comparisons between the powers of the three tests..................................................................38
13. The asymptotic independence of the three test functions under the null hypothesis............46
14. Numerical illustrations.......................................................................................................................53
References..................................................................................................................................................58