A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS (Q4979322): Difference between revisions

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scientific article; zbMATH DE number 6306270

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English	A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS	scientific article; zbMATH DE number 6306270

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scholarly article

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title

A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS (English)

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20 June 2014

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MaRDI profile type

MaRDI publication profile

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cites work

On integral equations arising in the first-passage problem for Brownian motion

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A computational approach to first-passage-time problems for Gauss–Markov processes

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Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions

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A new integral equation for the evaluation of first-passage-time probability densities

0 references

Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE

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Q4277836

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The empirical distribution function of residuals from generalised regression

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Level Sets and Extrema of Random Processes and Fields

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Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View

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A Conditional Kolmogorov Test

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Coefficients of the asymptotic distribution of the kolmogorov-smirnov statistic when parameters are estimated

0 references

Some test statistics based on the martingale term of the empirical distribution function

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Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation

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Weighted empirical processes in dynamic nonlinear models.

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Inference on the Quantile Regression Process

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Goodness-of-fit problem for errors in nonparametric regression: distribution free approach

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Martingale transforms goodness-of-fit tests in regression models.

0 references

On distribution-free goodness-of-fit testing of exponentiality

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The first-passage density of a continuous gaussian process to a general boundary

0 references

Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings

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Weak convergence of the sample distribution function when parameters are estimated

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Q5684085

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Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test

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Testing semiparametric conditional moment restrictions using conditional martingale transforms

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Distribution-free specification tests of conditional models

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Q3395931

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Bootstrap based goodness-of-fit-tests

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Identifiers

zbMATH Open document ID

1290.62038

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DOI

10.1017/S0266466612000825

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4979322

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+On integral equations arising in the first-passage problem for Brownian motion
+Normal rank
@@ Property / cites work @@
+A computational approach to first-passage-time problems for Gauss–Markov processes
+Normal rank
@@ Property / cites work @@
+Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions
+Normal rank
@@ Property / cites work @@
+A new integral equation for the evaluation of first-passage-time probability densities
+Normal rank
@@ Property / cites work @@
+Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
+Normal rank
@@ Property / cites work @@
+Q4277836
@@ Property / cites work: Q4277836 / rank @@
+Normal rank
@@ Property / cites work @@
+The empirical distribution function of residuals from generalised regression
+Normal rank
@@ Property / cites work @@
+Level Sets and Extrema of Random Processes and Fields
+Normal rank
@@ Property / cites work @@
+Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View
+Normal rank
@@ Property / cites work @@
+A Conditional Kolmogorov Test
@@ Property / cites work: A Conditional Kolmogorov Test / rank @@
+Normal rank
@@ Property / cites work @@
+Coefficients of the asymptotic distribution of the kolmogorov-smirnov statistic when parameters are estimated
+Normal rank
@@ Property / cites work @@
+Some test statistics based on the martingale term of the empirical distribution function
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation
+Normal rank
@@ Property / cites work @@
+Weighted empirical processes in dynamic nonlinear models.
+Normal rank
@@ Property / cites work @@
+Inference on the Quantile Regression Process
@@ Property / cites work: Inference on the Quantile Regression Process / rank @@
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit problem for errors in nonparametric regression: distribution free approach
+Normal rank
@@ Property / cites work @@
+Martingale transforms goodness-of-fit tests in regression models.
+Normal rank
@@ Property / cites work @@
+On distribution-free goodness-of-fit testing of exponentiality
+Normal rank
@@ Property / cites work @@
+The first-passage density of a continuous gaussian process to a general boundary
+Normal rank
@@ Property / cites work @@
+Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings
+Normal rank
@@ Property / cites work @@
+Weak convergence of the sample distribution function when parameters are estimated
+Normal rank
@@ Property / cites work @@
+Q5684085
@@ Property / cites work: Q5684085 / rank @@
+Normal rank
@@ Property / cites work @@
+Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
+Normal rank
@@ Property / cites work @@
+Testing semiparametric conditional moment restrictions using conditional martingale transforms
+Normal rank
@@ Property / cites work @@
+Distribution-free specification tests of conditional models
+Normal rank
@@ Property / cites work @@
+Q3395931
@@ Property / cites work: Q3395931 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap based goodness-of-fit-tests
@@ Property / cites work: Bootstrap based goodness-of-fit-tests / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4979322