Asymptotic distributions for quadratic forms with applications to tests of fit

From MaRDI portal
Publication:2559108

DOI10.1214/aos/1176342378zbMath0256.62018OpenAlexW1991895727MaRDI QIDQ2559108

J. H. Venter, Tertius de Wet

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1214/aos/1176342378




Related Items (29)

Goodness-of-fit tests for location and scale families based on a weighted \(L_ 2\)-Wasserstein distance measure.Weighted \(W\) test for normality and asymptotics a revisit of Chen--Shapiro test for normalityOptimal Gamma Approximation on Wiener SpaceLarge deviations and asymptotic efficiency of a statistic of integral type. IIRelative efficiencies of goodness of fit procedures for assessing univariate normalityAsymptotic distributions for quadratic forms with applications to censored data tests of fitOn Moran's \(I\) coefficient under heterogeneityAssessing multivariate normality: a compendiumA truncated Cramér–von Mises test of normalityOn the invariance principle for U-statisticsDegenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statisticsCramer-von Mises tests for independenceIdentification-robust nonparametric inference in a linear IV modelThe limit distribution of a modified Shapiro-Wilk statistic for normality to type II censored dataTesting the adequacy of semiparametric transformation modelsTesting for stationarity in series with a shift in the mean. A Fredholm approachAn alernative test for normality based on normalized spacingsInference of weighted \(V\)-statistics for nonstationary time series and its applicationsThe large sample distribution of the Shapiro-Wilk statistic and its variants under type I or type II censoringA bound on the Wasserstein-2 distance between linear combinations of independent random variablesAsymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distancesInvariance principles for von Mises and U-statisticsSome New Goodness-of-Fit Tests Based on Stochastic Sample QuantilesShapiro-Wilk-type test of normality under nuisance regression and scaleResidual partial sum limit process for regression models with applications to detecting parameter changes at unknown timesOn minimum cramer-von mises-norm parameter estimationContributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)A goodness-of-fit test with nuisance parameters: Numerical performanceCramér-von Mises statistics based on the sample quantile function and estimated parameters




This page was built for publication: Asymptotic distributions for quadratic forms with applications to tests of fit