On distribution-free goodness-of-fit testing of exponentiality
DOI10.1016/J.JECONOM.2007.08.005zbMATH Open1418.62196OpenAlexW1985221338MaRDI QIDQ291097FDOQ291097
Authors: John Haywood, Estáte V. Khmaladze 
Publication date: 6 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.08.005
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local alternativesBrownian motioncontiguous alternativesasymptotically linear statisticsdistribution free statisticsgoodness-of-fit statisticsrate of convergence to Brownian motiontransformed empirical process
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Reliability and life testing (62N05) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
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Cited In (20)
- Goodness-of-fit testing the error distribution in multivariate indirect regression
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- A comparison of alternative approaches to supremum-norm goodness-of-fit tests with estimated parameters
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- Brittle power: On Roman Emperors and exponential lengths of rule
- Application of the Kolmogorov-Smirnov test to estimate the threshold when estimating the extreme value index
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