Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions

DOI10.1016/j.csda.2009.04.004zbMath1453.62070OpenAlexW2014833599MaRDI QIDQ961865

B. E. Eshmatov

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.04.004

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Related Items (21)

Generating beta random numbers and Dirichlet random vectors in R: the package rBeta2009 ⋮ Testing for a class of bivariate exponential distributions ⋮ A new class of multivariate goodness of fit tests for multivariate normal mixtures ⋮ Closed-form and bias-corrected estimators for the bivariate gamma distribution ⋮ Ball divergence: nonparametric two sample test ⋮ New closed-form efficient estimators for a bivariate Weibull distribution ⋮ New closed‐form efficient estimator for multivariate gamma distribution ⋮ An affine invariant multiple test procedure for assessing multivariate normality ⋮ Topology-driven goodness-of-fit tests in arbitrary dimensions ⋮ A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions ⋮ Some multivariate goodness-of-fit tests based on data depth ⋮ The Lq-norm learning for ultrahigh-dimensional survival data: an integrative framework ⋮ Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data ⋮ Fast multivariate empirical cumulative distribution function with connection to kernel density estimation ⋮ A new goodness of fit test for multivariate normality ⋮ A Class of Goodness-of-fit Tests Based on Transformation ⋮ Goodness-of-fit tests for multivariate Laplace distributions ⋮ Assessing Goodness-of-Fit in Marked-Point Process Models of Neural Population Coding via Time and Rate Rescaling ⋮ A rank-based Cramér-von-Mises-type test for two samples ⋮ Stationarity Tests for Spatial Point Processes using Discrepancies ⋮ Test for the first-order stationarity for spatial point processes in arbitrary regions

Uses Software

• bootlib

Cites Work

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