Density based tests for goodness-of-fit

DOI10.1080/00949659208811361zbMath0775.62109OpenAlexW2039087464MaRDI QIDQ3135458

Adrian W. Bowman

Publication date: 7 October 1993

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659208811361

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Related Items (18)

On the Choice of Nonparametric Entropy Estimator in Entropy-Based Goodness-of-Fit Test Statistics ⋮ Goodness-of-fit test based on correcting moments of modified entropy estimator ⋮ An Appraisal and Bibliography of Tests for Multivariate Normality ⋮ Exponentiality test based on Renyi distance between equilibrium distributions ⋮ On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests ⋮ Censored Kullback-Leibler Information and Goodness-of-Fit Test with Type II Censored Data ⋮ An entropy-based test for goodness of fit of the von mises distribution ⋮ On cumulative residual entropy of order statistics ⋮ New goodness of fit tests for the Cauchy distribution ⋮ On testing uniformity using an information-theoretic measure ⋮ On goodness-of-fit tests for weakly dependent processes using kernel method ⋮ Testing normality based on new entropy estimators ⋮ On cumulative residual Kullback-Leibler information ⋮ Dependence structure estimation using copula recursive trees ⋮ General treatment of goodness-of-fit tests based on Kullback–Leibler information ⋮ New indices of sample informational energy with application to testing uniformity ⋮ On automatic kernel density estimate-based tests for goodness-of-fit ⋮ Evidence of Convergence Clubs Using Mixture Models

Cites Work

• Unnamed Item
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• On some global measures of the deviations of density function estimates
• A comparative study of some kernel-based nonparametric density estimators
• Tests of fit for the von Mises distribution
• Efficient Simulation of the von Mises Distribution
• On Kernel Methods of Estimating Marginal Radial and Angular Probability Density Functions
• Some Errors Associated with the Non-parametric Estimation of Density Functions
• The integrated squared error estimation of parameters
• An analysis of variance test for normality (complete samples)
• Goodness-of-fit tests on a circle. II
• On Estimation of a Probability Density Function and Mode
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

This page was built for publication: Density based tests for goodness-of-fit