A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS (Q4979322)

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scientific article; zbMATH DE number 6306270

Language	Label	Description	Also known as
English	A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS	scientific article; zbMATH DE number 6306270

Statements

scholarly article

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A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS (English)

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Thomas S. Parker

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Econometric Theory

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publication date

20 June 2014

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MaRDI profile type

MaRDI publication profile

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On integral equations arising in the first-passage problem for Brownian motion

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A computational approach to first-passage-time problems for Gauss–Markov processes

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Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions

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A new integral equation for the evaluation of first-passage-time probability densities

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Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE

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The empirical distribution function of residuals from generalised regression

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Level Sets and Extrema of Random Processes and Fields

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Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View

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A Conditional Kolmogorov Test

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Coefficients of the asymptotic distribution of the kolmogorov-smirnov statistic when parameters are estimated

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Some test statistics based on the martingale term of the empirical distribution function

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Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation

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Weighted empirical processes in dynamic nonlinear models.

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Inference on the Quantile Regression Process

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Goodness-of-fit problem for errors in nonparametric regression: distribution free approach

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Martingale transforms goodness-of-fit tests in regression models.

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On distribution-free goodness-of-fit testing of exponentiality

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The first-passage density of a continuous gaussian process to a general boundary

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Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings

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Weak convergence of the sample distribution function when parameters are estimated

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Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test

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Testing semiparametric conditional moment restrictions using conditional martingale transforms

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Distribution-free specification tests of conditional models

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Bootstrap based goodness-of-fit-tests

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Identifiers

zbMATH Open document ID

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10.1017/S0266466612000825

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4979322

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