An approximation for the power function of a semi-parametric test of fit

MaRDI QIDQ634995zbMATH OpenFDO

Authors Mohammed Boukili Makhoukhi

Publication date 17 August 2011

Published in Afrika Statistika (Search for Journal in Brave)

zbMATH Keywords

Bessel functionsBrownian bridgeCramér-von Mises testsempirical processesGaussian processesKarhunen-Loéve expansionstests of goodness of fitweak laws

Mathematics Subject Classification ID

Stochastic integrals (60H05) Nonparametric hypothesis testing (62G10) Inference from stochastic processes (62M99)

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• Weighted Cramér-von Mises tests with estimated parameters
• An approximation for the power function of a non-parametric test of fit

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