Statistical inference for L^2-distances to uniformity

DOI10.1007/S00180-018-0820-0zbMATH Open1417.62122OpenAlexW2803601069MaRDI QIDQ1729319FDOQ1729319

Authors: J. P. Thiele, Ludwig Baringhaus, Daniel Gaigall 

Publication date: 27 February 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-018-0820-0

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zbMATH Keywords

coverage probabilityequivalence testnumerical inversion of Laplace transformsgoodness-of-fit tests for uniformityintegrated empirical distribution (survival) functionneighbourhood-of-uniformity validation test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Multi-precision Laplace transform inversion
• Approximation Theorems of Mathematical Statistics
• Convergence of stochastic processes
• The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
• Testing Statistical Hypotheses of Equivalence and Noninferiority
• Asymptotic Efficiency of Nonparametric Tests
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• Laplace transforms via {H}adamard factorization
• A new approach to goodness-of-fit testing based on the integrated empirical process^*
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• Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
• Goodness-of-fit tests for the exponential and the normal distribution based on the integrated distribution function
• On the relation between Hodges‐Lehmann efficiency and Pitman efficiency
• Chung’s law for integrated Brownian motion
• On local and nonlocal measures of efficiency
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Cited In (7)

• Almost-independent statistics \(X_ 1+X_ 2\) and \(X_ 1-X_ 2\) in the uniform metric
• Is it possible to test if a power of the density is integrable?
• Statistical inference on the Hilbert sphere with application to random densities
• Remarks on the \(L_1\) distance in statistical data analysis
• A new omnibus test of fit based on a characterization of the uniform distribution
• Testing multivariate uniformity based on random geometric graphs
• Title not available (Why is that?)

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