On a Method for Constructing Goodness-of-Fit Tests for Parametric Hypotheses in $R^m$

DOI10.1137/1132081zbMath0648.62023OpenAlexW2068495305MaRDI QIDQ3793511

A. M. Nikabadze

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1132081

zbMATH Keywords

Wiener processBrownian bridgegoodness-of-fit testsasymptotically freely distributed statistics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05)

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Goodness-of-fit problem for errors in nonparametric regression: distribution free approach ⋮ Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models

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