Statistical tests based on empirical processes and related questions

DOI10.1007/BF01104102zbMath0790.62041OpenAlexW2061158272MaRDI QIDQ4289703

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Publication date: 28 June 1994

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01104102

zbMATH Keywords

efficiencypowerempirical processAnderson-Darling testtests of independencetests of normalityoverviewdivisible statisticstests of uniformityminimum-distance estimatorstests of symmetrytests of homogeneityKolmogorov-Smirnov-type testssimple and composite hypothesesSmirnov testWatson testtests of multivariate normalitytransformations of dataCramér-von-Mises-Smirnov-type statisticsdistribution functions of quadratic formsomega-square tests of normalityShapiro-Wilk teststests of fit and homogeneity

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Non-Markovian processes: hypothesis testing (62M07)

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The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples ⋮ Multivariable goodness tests and approximation of the residues of quadratic forms ⋮ On Cramér-von Mises type test based on local time of switching diffusion process ⋮ Goodness-of-fit test for switching diffusion ⋮ Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions ⋮ On the goodness-of-fit testing for a switching diffusion process ⋮ On goodness-of-fit testing for ergodic diffusion process with shift parameter ⋮ A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables ⋮ Goodness of Fit Test and Latent Distribution Estimation in the Mixed Rasch Model

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