Cramér-von Mises statistics based on the sample quantile function and estimated parameters
DOI10.1016/0047-259X(86)90061-8zbMATH Open0583.62015MaRDI QIDQ1069225FDOQ1069225
David M. Mason, Vincent N. La Riccia
Publication date: 1986
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Gaussian processorder statisticscomposite null hypothesisestimated weighted empirical quantile processasymptotic null distribution of Cramér-von Mises type statistics
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)
Cites Work
- Approximation Theorems of Mathematical Statistics
- Weak convergence of the sample distribution function when parameters are estimated
- An analysis of variance test for normality (complete samples)
- Nonparametric Statistical Data Modeling
- Asymptotic results for goodness-of-fit statistics with unknown parameters
- Weak convergence of the weighted empirical quantile process in \(L^ 2(0,1)\)
- Approximations of the empirical process when parameters are estimated
- A differential for L-statistics
- Asymptotic distributions for quadratic forms with applications to tests of fit
- Asymptotic properties of weighted \(L^ 2\) quantile distance estimators
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (9)
- Detection of non-Gaussianity
- Goodness-of-fit analysis for multivariate normality based on generalized quantiles.
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
- A change detection procedure for an ergodic diffusion process
- Cramér-von Mises regression
- Sobre el Estadístico de Cramér–Von Mises
- 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
- Minimum volume sets and generalized quantile processes
This page was built for publication: Cramér-von Mises statistics based on the sample quantile function and estimated parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1069225)
