Cramér-von Mises statistics based on the sample quantile function and estimated parameters

DOI10.1016/0047-259X(86)90061-8MaRDI QIDQ1069225zbMATH OpenFDO

Authors David M. Mason, Vincent N. La Riccia

Publication date 1986

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Gaussian processorder statisticscomposite null hypothesisestimated weighted empirical quantile processasymptotic null distribution of Cramér-von Mises type statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Recommendations

• Weighted Cramér-von Mises tests with estimated parameters
• Note on the Cramér-von Mises test with estimated parameters
• Weighted multivariate Cramér-von Mises-type statistics
• scientific article; zbMATH DE number 3932187
• scientific article; zbMATH DE number 4003275

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• A differential for L-statistics
• An analysis of variance test for normality (complete samples)
• Approximation Theorems of Mathematical Statistics
• Approximations of the empirical process when parameters are estimated
• Asymptotic distributions for quadratic forms with applications to tests of fit
• Asymptotic properties of weighted \(L^ 2\) quantile distance estimators
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• Nonparametric Statistical Data Modeling
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• Weak convergence of the weighted empirical quantile process in \(L^ 2(0,1)\)

Cited in

(13)

• Cramér-von Mises regression
• Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
• Weighted Cramér-von Mises tests with estimated parameters
• Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
• Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications
• A change detection procedure for an ergodic diffusion process
• Detection of non-Gaussianity
• scientific article; zbMATH DE number 3932187 (Why is no real title available?)
• Sobre el Estadístico de Cramér–Von Mises
• Minimum volume sets and generalized quantile processes
• Weighted Cramér-von Mises test with estimated parameters
• Note on the Cramér-von Mises test with estimated parameters
• Goodness-of-fit analysis for multivariate normality based on generalized quantiles.

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