Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
From MaRDI portal
Publication:2373689
Recommendations
Cites work
- scientific article; zbMATH DE number 5769847 (Why is no real title available?)
- scientific article; zbMATH DE number 3962966 (Why is no real title available?)
- scientific article; zbMATH DE number 1562935 (Why is no real title available?)
- A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic Function
- A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES1
- A class of consistent tests for exponentiality based on the empirical Laplace transform
- A goodness of fit test for the Poisson distribution based on the empirical generating function
- A new flexible class of omnibus tests for exponentiality
- A test for normality based on the empirical characteristic function
- Consistent tests for symmetric stability with finite mean based on the empirical characteristic function
- Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
- GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION
- Goodness of fit for the poisson distribution based on the probability generating function
- 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 inverse Gaussian distribution based on the empirical Laplace transform
- Goodness-of-fit tests for the logistic distribution based on empirical transforms
- Limit behaviour of the empirical characteristic function
- Minimum-distance methods based on quadratic distances for transforms
- On the empirical saddlepoint approximation
- Recent and classical goodness-of-fit tests for the Poisson distribution
- Tests for location-scale families based on the empirical characteristic function
- Tests of Fit for Exponentiality based on the Empirical Laplace Transform
- Tests of fit for discrete distributions based on the probability generating function
- Tests of fit for the Rayleigh distribution based on the empirical Laplace transform
- Weak convergence and empirical processes. With applications to statistics
Cited in
(39)- The probability weighted characteristic function and goodness-of-fit testing
- Empirical Hankel transforms and its applications to goodness-of-fit tests
- Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function
- Parameter estimation by Hellinger type distance for multivariate distributions based upon probability generating functions
- Inferential procedures based on the integrated empirical characteristic function
- On goodness-of-fit and the bootstrap
- A comparison of alternative approaches to supremum-norm goodness-of-fit tests with estimated parameters
- Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain
- Testing for a class of bivariate exponential distributions
- Fast goodness-of-fit tests based on the characteristic function
- Validation tests for the innovation distribution in INAR time series models
- A direct bootstrapping technique and its application to a novel goodness of fit test
- Goodness-of-fit tests for bivariate and multivariate skew-normal distributions
- A class of goodness-of-fit tests based on transformation
- Specification tests for the error distribution in GARCH models
- Data-driven smooth tests for a location-scale family revisited
- Inference procedures for the variance gamma model and applications
- Minimum distance estimators for count data based on the probability generating function with applications
- Tests of fit for normal inverse Gaussian distributions
- Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity
- Two-sample tests based on empirical Hankel transforms
- Bootstrapping modified goodness-of-fit statistics with estimated parameters
- Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
- Testing for the bivariate Poisson distribution
- The Anderson–Darling Goodness-of-Fit Test Statistic for the Three-Parameter Lognormal Distribution
- Testing skew normality via the moment generating function
- Goodness-of-fit tests based on the min-characteristic function
- Diagnostic tests for the distribution of random effects in multivariate mixed effects models
- Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations
- Testing for the symmetric component in skew distributions
- Probability generating function based Jeffrey's divergence for statistical inference
- Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods
- On statistical transform methods and their efficiency
- Specification tests in mixed effects models
- A goodness-of-fit test for the compound Poisson exponential model
- Goodness-of-fit tests based on estimated expectations of probability integral transformed order statistics
- Goodness-of-fit tests for multivariate Laplace distributions
- Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions
- An approximation to the null distribution of a class of Cramér-von Mises statistics
This page was built for publication: Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2373689)
