Goodness-of-Fit Tests for Probability Distributions and Spectral Distributions
From MaRDI portal
Publication:2805306
DOI10.1017/S0269964800003661zbMath1335.62034OpenAlexW2171412578MaRDI QIDQ2805306
Publication date: 11 May 2016
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964800003661
Related Items (1)
Approximations of the cumulative distribution function for infinite weighted sum of random variables
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Goodness of fit tests for spectral distributions
- Asymptotic results for goodness-of-fit statistics with unknown parameters
- K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
- Distribution of the Anderson-Darling Statistic
- Table for Estimating the Goodness of Fit of Empirical Distributions
- On Deviations between Theoretical and Empirical Distributions
- Heuristic Approach to the Kolmogorov-Smirnov Theorems
- On Spectral Analysis of Stationary Time Series
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes
- A Test of Goodness of Fit
- The Cramer-Smirnov Test in the Parametric Case
This page was built for publication: Goodness-of-Fit Tests for Probability Distributions and Spectral Distributions
