Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity

DOI10.1016/j.jspi.2008.03.037zbMath1149.62010OpenAlexW1993089131MaRDI QIDQ958761

B. E. Eshmatov

Publication date: 8 December 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.037

zbMATH Keywords

minimum distance estimationempirical characteristic functiongoodness-of-fit test

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items

A new omnibus test of fit based on a characterization of the uniform distribution ⋮ Testing for the Pareto type I distribution: a comparative study ⋮ A test of fit for a continuous distribution based on the empirical convex conditional mean function ⋮ Power maps in goodness-of-fit testing ⋮ A Class of Goodness-of-fit Tests Based on Transformation ⋮ On the existence of transformations preserving the structure of order statistics in lower dimensions ⋮ Probability Generating Function Based Jeffrey's Divergence for Statistical Inference

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