A stochastic minimum distance test for multivariate parametric models

DOI10.1214/AOS/1176347006MaRDI QIDQ1825567zbMATH OpenOpenAlexFDO

Authors Rudolf Beran, P. W. Millar

Publication date 1989

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176347006

zbMATH Keywords

bootstrapEuclidean spacecritical valuesstochastic searchauxiliary sampleshalf-space metricminimum distance goodness-of-fit testmultivariate parametric modelsobserved samplerandomized statistical proceduresstochastic procedure

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(6)

• Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
• Generalization of the kolmogorov-smirnov goodness-of-fit test, usinggroup invariance
• On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships
• A Multivariate Goodness‐of‐Fit Test for Stochastically Ordered Distributions
• A minimum projected-distance test for parametric single-index Berkson models
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models

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