Pages that link to "Item:Q1580812"

The following pages link to Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments) (Q1580812):

Displaying 24 items.

• A new characterization of the Gamma distribution and associated goodness-of-fit tests (Q138399) (← links)
• Limit laws of the empirical Wasserstein distance: Gaussian distributions (Q311810) (← links)
• Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
• On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships (Q557994) (← links)
• Weighted correlation tests for location-scale families (Q596955) (← links)
• A study of the quantile correlation test for normality (Q619089) (← links)
• A nonparametric test for similarity of marginals -- with applications to the assessment of population bioequivalence (Q866613) (← links)
• A bootstrap method for assessing the dimension of a general regression problem (Q871006) (← links)
• Some generalizations of the Anderson--Darling statistic. (Q1423122) (← links)
• A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
• Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances (Q1767485) (← links)
• Goodness-of-fit tests for location and scale families based on a weighted \(L_ 2\)-Wasserstein distance measure. (Q1872855) (← links)
• Weighted correlation tests for scale families. (Q1872862) (← links)
• Multivariate goodness-of-fit tests based on Wasserstein distance (Q2044339) (← links)
• Testing normality via a distributional fixed point property in the Stein characterization (Q2177728) (← links)
• Empirical optimal transport on countable metric spaces: distributional limits and statistical applications (Q2286450) (← links)
• Goodness-of-fit testing the error distribution in multivariate indirect regression (Q2323938) (← links)
• A new procedure for testing normality based on the \(L_2\) Wasserstein distance (Q2439889) (← links)
• Assessing when a sample is mostly normal (Q2445746) (← links)
• Some new tests for normality based on U-processes (Q2489792) (← links)
• On minimum Kantorovich distance estimators (Q2494887) (← links)
• A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283) (← links)
• Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (Q3615085) (← links)
• Simulation and Estimation of the Meixner Distribution (Q3616251) (← links)