Watson-type goodness-of-fit tests based on the integrated empirical process

zbMATH Open1005.62050MaRDI QIDQ1856471FDOQ1856471

Authors: Norbert Henze, Yakov Yu. Nikitin 

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Recommendations

• A new approach to goodness-of-fit testing based on the integrated empirical process^*
• scientific article; zbMATH DE number 1319732
• Integral-type tests for goodness-of-fit
• A modification of watson's statistic for goodness-of-fit
• Goodness-of-fit tests based on sup-functionals of weighted empirical processes
• Goodness-of-fit tests based on estimated expectations of probability integral transformed order statistics
• Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
• Goodness-of-fit tests based on the empirical characteristic function

zbMATH Keywords

goodness-of-fit testcenteringBahadur efficiencyintegrated empirical processlocal Bahadur optimalityintegrated Brownian bridgeWatson-type statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10)

Cited In (17)

• On the available local asymptotic efficiency of some goodness-of-fit criteria
• Probability and statistics. Part 6. Transl. from the Russian
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
• Small ball probabilities for Gaussian random fields and tensor products of compact operators
• \(K\)-sample problem using strong approximations of empirical copula processes
• Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
• Local efficiency of integrated goodness-of-fit tests under skew alternatives
• Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
• Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
• U-statistics based on the Green's function of the Laplacian on the circle and the sphere
• Study of some new integrated statistics: Computation of Bahadur efficiency, relation with non-standard boundary value problems
• A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator
• On the asymptotic distribution of Watson's statistic
• Goodness of fit tests for the Haar measure, Waton's duplication identity and representations of compact groups
• Exact small ball constants for some Gaussian processes under the \(L^2\)-norm
• Some applications of the strong approximation of the integrated empirical copula processes
• Bahadur efficiencies of the Epps-Pulley test for normality

This page was built for publication: Watson-type goodness-of-fit tests based on the integrated empirical process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1856471)