Approximation of stochastic integrals with applications to goodness-of- fit tests (Q1192981): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1214/aos/1176348531 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1214/AOS/1176348531 / rank | |||
Normal rank | |||
Latest revision as of 16:11, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of stochastic integrals with applications to goodness-of- fit tests |
scientific article |
Statements
Approximation of stochastic integrals with applications to goodness-of- fit tests (English)
0 references
27 September 1992
0 references
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.
0 references
generalized supremum-type tests
0 references
generalized rank tests
0 references
goodness-of-fit tests
0 references
simple hypothesis
0 references
stochastic integral
0 references
martingale
0 references
approximations by Gaussian processes
0 references
