Informative statistical analyses using smooth goodness of fit tests (Q715765): Difference between revisions

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+Q4769776
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+A new look at the statistical model identification
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+An adaptive orthogonal-series estimator for probability density functions
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+Limit distributions for Mardia's measure of multivariate skewness
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+Q5821549
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+Tailor-made tests for goodness of fit to semiparametric hypotheses
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+Fitting Density Functions with Polynomials
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+Goodness of Fit via Non-parametric Likelihood Ratios
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+The Selection of Terms in an Orthogonal Series Density Estimator
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+Using specially designed exponential families for density estimation
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+Simple Linear Estimation of the Parameters of the Logistic Distribution from a Complete or Censored Sample
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+Test Statistics Derived as Components of Pearson's Phi-Squared Distance Measure
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+On improving density estimators which are not bona fide functions
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+Correction of Density Estimators that are not Densities
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+On Large-Sample Estimation and Testing in Parametric Models
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+Do components of smooth tests of fit have diagnostic properties?
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+PROPERLY RESCALED COMPONENTS OF SMOOTH TESTS OF FIT ARE DIAGNOSTIC
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+Nonparametric density estimation with a parametric start
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+Consistency and Monte Carlo simulation of a data driven version of smooth goodness-of-fit tests
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+Data-Driven Smooth Tests When the Hypothesis Is Composite
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+Q4384063
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+Diagnostic smooth tests of fit.
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+Data-Driven Version of Neyman's Smooth Test of Fit
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+Rao score tests for goodness of fit and independence
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+Interpreting the skewness coefficient
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+Generalised smooth tests of goodness of fit
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+Smooth Tests of Goodness of Fit
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+A GENERALIZED EMERSON RECURRENCE RELATION
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+Estimating the dimension of a model
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+An Introduction to the Implementation and Theory of Nonparametric Density Estimation
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+Asymptotic Statistics
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+All of Nonparametric Statistics
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