Approximation of stochastic integrals with applications to goodness-of- fit tests (Q1192981): Difference between revisions
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Latest revision as of 02:20, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of stochastic integrals with applications to goodness-of- fit tests |
scientific article |
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Approximation of stochastic integrals with applications to goodness-of- fit tests (English)
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27 September 1992
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The author considers goodness-of-fit tests for a simple hypothesis in a parametric family, when the data are at risk of being censored from the right. The test statistic is a stochastic integral w.r.t. the basic martingale. Under some technical assumptions on the integrand, several approximations by Gaussian processes are obtained.
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generalized supremum-type tests
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generalized rank tests
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goodness-of-fit tests
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simple hypothesis
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stochastic integral
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martingale
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approximations by Gaussian processes
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