Length tests for goodness of fit

DOI10.1093/BIOMET/78.1.207zbMATH Open0722.62035OpenAlexW1979524954MaRDI QIDQ3210011FDOQ3210011

Authors: Erhard Reschenhofer, Immanuel M. Bomze 

Publication date: 1991

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/78.1.207

Recommendations

• Generalization of the Kolmogorov--Smirnov test
• Distribution free goodness-of-fit tests for linear processes
• Performance of the One-Sample Goodness-of-Fit P–P-Plot Length Test
• Goodness of fit tests for spectral distributions
• Tests of Independence in Time Series

zbMATH Keywords

empirical distribution functiontime series analysiswhite noisespacingstables of critical valueslinearly interpolated cumulative periodogrammeasure of goodness of fit

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (10)

• Estimation of the fractionally differencing parameter with the R/S method
• Analysis of economic growth: structural breaks, superrandomness, and nonlinear forecasting
• A new class of metric divergences on probability spaces and its applicability in statistics
• TESTING FOR WHITE NOISE AGAINST MULTIMODAL SPECTRAL ALTERNATIVES
• Behaviour of the length test for medium sample sizes
• EDF and EQf orthogonal component decompositions and tests of uniformity
• Performance of the One-Sample Goodness-of-Fit P–P-Plot Length Test
• Title not available (Why is that?)
• Tests of normality: new test and comparative study
• Detecting long-range dependence with truncated ratios of periodogram ordinates

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