Approximating a class of goodness-of-fit test statistics

DOI10.1016/J.MATCOM.2013.04.025MaRDI QIDQ2229861zbMATH OpenOpenAlexFDO

Authors M. Virtudes Alba-Fernández, S. Castillo Gutiérrez, M. D. Jiménez-Gamero

Publication date 18 February 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2013.04.025

zbMATH Keywords

consistencygoodness-of-fitTaylor approximationempirical characteristic functionbootstrap distribution estimator

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

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Cites work

• A consistent test for multivariate normality based on the empirical characteristic function
• A generalized gamma distribution with application to drought data
• A homogeneity test based on empirical characteristic functions
• A homogeneity test for bivariate random variables
• A multivariate Powell-Sabin interpolant
• A test for normality based on the empirical characteristic function
• Approximation Theorems of Mathematical Statistics
• Continuous Bivariate Distributions
• Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
• Generalized gamma variables with drought application
• Goodness-of-fit tests based on empirical characteristic functions
• Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
• Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
• Goodness-of-fit tests for the logistic distribution based on empirical transforms
• Jensen's bivariate gamma distribution: ratios of components
• Product moments of Kibble's bivariate gamma distribution
• Stochastic simulation of bivariate gamma distribution: a frequency-factor based approach

Cited in

(16)

• scientific article; zbMATH DE number 5721757 (Why is no real title available?)
• Generalized intermediate efficiency of goodness-of-fit tests.
• ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS
• scientific article; zbMATH DE number 5847120 (Why is no real title available?)
• scientific article; zbMATH DE number 4100417 (Why is no real title available?)
• scientific article; zbMATH DE number 7054953 (Why is no real title available?)
• scientific article; zbMATH DE number 5733742 (Why is no real title available?)
• An infinite-dimensional approximation for nearest neighbor goodness of fit tests
• Computing the confidence levels for a root-mean-square test of goodness-of-fit
• scientific article; zbMATH DE number 4058652 (Why is no real title available?)
• Goodness-of-fit tests and second-order asymptotic relations
• Goodness of fit tests based on frequencies and averages of classes
• On an independence test approach to the goodness-of-fit problem
• The Relative Efficiency of Goodness-of-Fit Statistics in the Simple and Composite Hypothesis-Testing Problem
• Asymptotics of goodness-of-fit tests based on minimum p-value statistics
• An approximation to the null distribution of a class of Cramér-von Mises statistics

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