Consistency and Monte Carlo simulation of a data driven version of smooth goodness-of-fit tests

From MaRDI portal
Publication:1914261

DOI10.1214/aos/1176324315zbMath0847.62035OpenAlexW2104318174MaRDI QIDQ1914261

Wilbert C. M. Kallenberg, Teresa Ledwina

Publication date: 31 July 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324315



Related Items

Comparing two mixing densities in nonparametric mixture models, An automatic portmanteau test for serial correlation, Data-driven tests of uniformity on product manifolds, SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC, Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function, Estimation of Fisher information using model selection, Specification tests for univariate diffusions, Testing Uniformity Via Log-Spline Modeling, Nonparametric tests for stochastic ordering, Testing the equality of the laws of two strictly stationary processes, Data driven versions of pearson's chisquare test for uniformity, Optimal calibration for multiple testing against local inhomogeneity in higher dimension, Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data, Data-driven Sobolev tests of uniformity on compact Riemannian manifolds, Adaptive goodness-of-fit tests based on signed ranks, Data driven versions of neyman's test for uniformity based on bayesian rule, Testing for Lack of Fit in Inverse Regression—with Applications to Biophotonic Imaging, Data driven smooth tests for composite hypotheses comparison of powers, On large deviation theorem for data-driven Neyman's statistic, Semiparametric two-sample admixture components comparison test: the symmetric case, K-Sample Test for Equality of Copulas, Data driven smooth test for paired populations, Adaptive goodness-of-fit tests in a density model, Towards data driven selection of a penalty function for data driven Neyman tests, Informative statistical analyses using smooth goodness of fit tests, An asymptotically optimal test for a parametric set of regression functions against a non-parametric alternative, A basis approach to goodness-of-fit testing in recurrent event models, Comparing the marginal densities of two strictly stationary linear processes, Comments on: ``An updated review of goodness-of-fit tests for regression models, A data-driven smooth test of symmetry, Smooth goodness-of-fit tests for composite hypothesis in hazard based models, Data driven smooth tests for bivariate normality, Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint, The simultaneous assessment of normality and homoscedasticity in linear fixed effects models, A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS, Global power functions of goodness of fit tests., Multiscale testing of qualitative hypotheses, Data driven smooth test of comparison for dependent sequences