Pages that link to "Item:Q5847606"
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The following pages link to The Cramer-Smirnov Test in the Parametric Case (Q5847606):
Displayed 32 items.
- Asymptotic properties of Cramer-Smirnov statistics. A new approach (Q584854) (← links)
- Modeling statistic distributions for nonparametric goodness-of-fit criteria for testing complex hypotheses with respect to the inverse Gaussian law (Q612121) (← links)
- A test for uniformity with unknown limits based on D'Agostino's D (Q912529) (← links)
- Empirical process of long-range dependent sequences when parameters are estimated (Q958784) (← links)
- A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
- Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics (Q1026346) (← links)
- Regions of alternatives with high and low power for goodness-of-fit tests (Q1031763) (← links)
- On the invariance principle for U-statistics (Q1133843) (← links)
- The minimum distance method of testing (Q1135587) (← links)
- On the computer generation of random variables with a given characteristic function (Q1157092) (← links)
- Probability distributions of the Kolmogorov and omega-square statistics for continuous distributions with shift and scale parameters (Q1168666) (← links)
- Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives (Q1231358) (← links)
- Convergence in distribution of minimum-distance estimators (Q1253510) (← links)
- Confidence limits to the distance of the true distribution from a misspecified family by bootstrap (Q1399274) (← links)
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments) (Q1580812) (← links)
- Bootstrapping parameter estimated degenerate \(U\) and \(V\) statistics (Q1812040) (← links)
- Kernel-transformed empirical processes (Q2266306) (← links)
- Asymptotic power of CvM statistics for exponentiality against Weibull and gamma alternatives (Q2431728) (← links)
- A note on distribution-free tests whether two distributions differ only by a parameter (Q2531198) (← links)
- Estimation by minimum-discrepancy methods (Q2547421) (← links)
- Models of Statistic Distributions of Nonparametric Goodness-of-Fit Tests in Composite Hypotheses Testing for Double Exponential Law Cases (Q3098925) (← links)
- The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities (Q3227133) (← links)
- The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution (Q3319670) (← links)
- Power of tests of normality for detecting scale contaminated normal samples (Q3347116) (← links)
- ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS (Q3636536) (← links)
- Quadratic nuisance-parameter-free goodness-of-fit tests in the presence of location and scale parameters (Q3703121) (← links)
- Assessing multivariate normality: a compendium (Q3740052) (← links)
- Conditional and predictive probability integral transforms (Q3788863) (← links)
- Fibonacci numbers, Lucas numbers and integrals of certain Gaussian processes (Q3837630) (← links)
- Testing for bivariate normality using the empirical distribution function (Q3897863) (← links)
- Convergence in weighted supremum norms of the skorokhod representation of the estimated empirical process (Q4337105) (← links)
- A cramer-von mises type goodness-of-fit test with asymmetric weight function. the gaussian and exponential cases (Q5283857) (← links)