Goodness of fit tests via exponential series density estimation

DOI10.1016/J.CSDA.2006.08.021zbMATH Open1161.62361OpenAlexW2028631492MaRDI QIDQ1019873FDOQ1019873

Authors: Patrick Marsh 

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.08.021

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zbMATH Keywords

goodness of fitexponential series density estimator

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10)

Cites Work

• Estimating the dimension of a model
• A new look at the statistical model identification
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• On the choice of a model to fit data from an exponential family
• An analysis of variance test for normality (complete samples)
• Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
• The Kolmogorov-Smirnov, Cramer-von Mises Tests
• Approximation of density functions by sequences of exponential families
• Goodness of Fit via Non-parametric Likelihood Ratios
• Estimation of distributions using orthogonal expansions
• Title not available (Why is that?)
• More on Estimation of Distributions Using Orthogonal Expansions
• An Information Theoretic Approach to Approximating a Probability Distribution

Cited In (9)

• Badness of Serial Fit Revisited
• Minimizing oracle-structured composite functions
• Nonparametric series density estimation and testing
• Goodness of Fit via Non-parametric Likelihood Ratios
• Goodness-of-Fit Test-Statistics on Gaussian and Exponential Reliability Data
• Goodness-of-fit test based on an unbiased estimator of the distribution function in the case of exponential distribution
• An Order Selection Criterion for Testing Goodness of Fit
• Title not available (Why is that?)
• A two-sample nonparametric likelihood ratio test

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