Asymptotic distributions for quadratic forms with applications to tests of fit

From MaRDI portal
Publication:2559108


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

Tertius de Wet, J. H. Venter

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


62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

60F05: Central limit and other weak theorems


Related Items

An alernative test for normality based on normalized spacings, The limit distribution of a modified Shapiro-Wilk statistic for normality to type II censored data, Shapiro-Wilk-type test of normality under nuisance regression and scale, Cramér-von Mises statistics based on the sample quantile function and estimated parameters, Large deviations and asymptotic efficiency of a statistic of integral type. II, Relative efficiencies of goodness of fit procedures for assessing univariate normality, On the invariance principle for U-statistics, Cramer-von Mises tests for independence, The large sample distribution of the Shapiro-Wilk statistic and its variants under type I or type II censoring, Testing for stationarity in series with a shift in the mean. A Fredholm approach, Contributions 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 performance, Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances, Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times, 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 normality, Invariance principles for von Mises and U-statistics, Asymptotic distributions for quadratic forms with applications to censored data tests of fit, Some New Goodness-of-Fit Tests Based on Stochastic Sample Quantiles, Assessing multivariate normality: a compendium, On minimum cramer-von mises-norm parameter estimation