On the effect of substituting parameter estimators in limiting ^ 2U and V statistics
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On the effect of substituting parameter estimators in limiting \(\chi ^ 2U\) and V statistics
On the effect of substituting parameter estimators in limiting \(\chi ^ 2U\) and V statistics
Recommendations
- The effects on convergence of substituting parameter estimates into U- statistics and other families of statistics
- Asymptotic distribution of certain degenerate V- and U-statistics with estimated parameters
- Bootstrapping parameter estimated degenerate \(U\) and \(V\) statistics
- Deviation moments of the substitution estimator and its piecewise smooth approximations
- On some \(\chi^2\)-type statistics functionally depending on estimators of unknown parameters
Cited in
(29)- A class of consistent tests for exponentiality based on the empirical Laplace transform
- Integral transform methods in goodness-of-fit testing. I: The gamma distributions
- Goodness-of-fit tests based on the min-characteristic function
- A new approach to the BHEP tests for multivariate normality
- The effects on convergence of substituting parameter estimates into U- statistics and other families of statistics
- Tests of fit for exponentiality based on a characterization via the mean residual life function
- Bootstrapping modified goodness-of-fit statistics with estimated parameters
- Goodness-of-fit statistics based on weighted \(L_ p\)-functionals
- Asymptotic distribution of certain degenerate V- and U-statistics with estimated parameters
- \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters
- Non-degenerate \(U\)-statistics for data missing completely at random with application to testing independence
- A class of invariant consistent tests for multivariate normality
- A consistent test for multivariate normality based on the empirical characteristic function
- A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
- A new flexible class of omnibus tests for exponentiality
- A uniform strong law of large numbers for \(U\)-statistics with application to transforming to near symmetry
- On the asymptotic normality of theL2-Distance Class of Statistics with Estimated Parameters
- Bootstrapping parameter estimated degenerate \(U\) and \(V\) statistics
- Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics
- Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space
- Asymptotic comparisons of \(U\)-statistics, \(V\)-statistics and limits of Bayes estimates by deficiencies
- A multivariate empirical characteristic function test of independence with normal marginals
- On a test of normality based on the empirical moment generating function
- Two tests for multivariate normality based on the characteristic function
- Invariant tests for multivariate normality: A critical review
- The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
- Testing for proportionality of multivariate dispersion structures using interdirections
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics
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