Empirical‐distribution‐function goodness‐of‐fit tests for discrete models

DOI10.2307/3315691zbMath0846.62037OpenAlexW2004165345MaRDI QIDQ4883620

Norbert Henze

Publication date: 3 October 1996

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315691

zbMATH Keywords

discrete modelscritical valuesgoodness-of-fit testssimulationsgeometric distributionPoisson modelparametric bootstraplevel of significanceempirical-distribution-functionestimated discrete empirical processweak-convergence result

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Order statistics; empirical distribution functions (62G30)

Related Items (35)

Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations ⋮ Goodness of fit test for discrete random variables ⋮ EDF Tests for the Generalized Poisson Distribution ⋮ Characterizations of non-normalized discrete probability distributions and their application in statistics ⋮ On goodness of fit tests for the Poisson, negative binomial and binomial distributions ⋮ An exact Kolmogorov–Smirnov test for the Poisson distribution with unknown mean ⋮ A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes ⋮ Nonparametric estimation of the service time distribution in discrete-time queueing networks ⋮ Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's method ⋮ Empirical-distribution-function Tests for the Beta-Binomial Model ⋮ Note on distribution free testing for discrete distributions ⋮ New inference procedures for generalized Poisson distributions ⋮ Goodness of fit for the Poisson distribution ⋮ Unnamed Item ⋮ Nonparametric estimation of the service time distribution in the discrete-time GI/G/\(\infty\) queue with partial information ⋮ Some deficiencies of \(\chi^2\) and classical exact tests of significance ⋮ Assessing the goodness-of-fit of statistical distributions when data are grouped ⋮ Weighted geometric distribution with new characterizations of geometric distribution ⋮ A class of count models and a new consistent test for the Poisson distribution ⋮ A test for the geometric distribution based on linear regression of order statistics ⋮ A Class of Goodness-of-fit Tests Based on Transformation ⋮ Tests of fit for normal inverse Gaussian distributions ⋮ Mean distance test of Poisson distribution ⋮ A note on weighted least square distribution fitting and full standardization of the empirical distribution function ⋮ Tests of Fit for the Geometric Distribution ⋮ Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models ⋮ Goodness-of-Fit Tests for the Gamma Distribution Based on the Empirical Laplace Transform ⋮ A new characterization of the Gamma distribution and associated goodness-of-fit tests ⋮ Generalized runs tests for the IID hypothesis ⋮ Parametric bootstrap tests for continuous and discrete distributions ⋮ Quantifying the ratio-plot for the geometric distribution ⋮ Omnibus goodness of fit test based on quadratic distance ⋮ Goodness-of-fit procedures for compound distributions with an application to insurance ⋮ Recent and classical goodness-of-fit tests for the Poisson distribution ⋮ On Charlier polynomials in testing Poissonity

Cites Work

• A consistent test for multivariate normality based on the empirical characteristic function
• Approximations of the empirical process when parameters are estimated
• A goodness of fit test for the Poisson distribution based on the empirical generating function
• A class of consistent tests for exponentiality based on the empirical Laplace transform
• Bootstrap based goodness-of-fit-tests
• Weak convergence of the sample distribution function when parameters are estimated
• Goodness of fit for the poisson distribution based on the probability generating function
• A new flexible class of omnibus tests for exponentiality
• A class of invariant consistent tests for multivariate normality
• Goodness-of-Fit Tests for Discrete Data: A Review and an Application to a Health Impairment Scale
• Large-sample results for Kolmogorov-Smirnov statistics for discrete distributions
• On the K<scp>OLMOGOROV</scp>‐S<scp>MIRNOV</scp> Test for the P<scp>OISSON</scp> Distribution with Unknown Mean
• A Kolmogorov Goodness-of-Fit Test for Discontinuous Distributions
• A test for normality based on the empirical characteristic function

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