Goodness-of-fit tests based on estimated expectations of probability integral transformed order statistics

DOI10.1023/A:1022407026245zbMATH Open1015.62046OpenAlexW1532798571MaRDI QIDQ1868271FDOQ1868271

Authors: Jan Swanepoel, Francois C. Van Graan 

Publication date: 27 April 2003

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022407026245

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zbMATH Keywords

bootstraptablesconsistencyGaussian processesMonte Carlo simulationShapiro-Wilk testtests for normality

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

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• On the bootstrap quantile-treatment-effect test
• Tests for generalized exponential laws based on the empirical Mellin transform
• New inference procedures for generalized Poisson distributions
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• A goodness-of-fit testing approach for normality based on the posterior predictive distribution
• Watson-type goodness-of-fit tests based on the integrated empirical process
• A transformation for testing the fit of an exponential order statistics model

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