@techreport{1f85f7ad3af44af2aa8b2fbec77a3338,

title = "Generalized Probability-Probability Plots",

abstract = "We introduce generalized Probability-Probability (P-P) plots in order to study the one-sample goodness-of-fit problem and the two-sample problem, for real valued data.These plots, that are constructed by indexing with the class of closed intervals, globally preserve the properties of classical P-P plots and are distribution-free under the null hypothesis.We also define the generalized P-P plot process and the corresponding, consistent tests.The behaviour of the tests under contiguous alternatives is studied in detail; in particular, limit theorems for the generalized P-P plot processes are presented.By their structure, the tests perform very well for spike (or pulse) alternatives.We also study the finite sample properties of the tests through a simulation study.",

keywords = "probability theory, limit theorems",

author = "N.A. Mushkudiani and J.H.J. Einmahl",

note = "Pagination: 20",

year = "2004",

language = "English",

volume = "2004-84",

series = "CentER Discussion Paper",

publisher = "Econometrics",

type = "WorkingPaper",

institution = "Econometrics",

}