Length tests for goodness of fit

DOI10.1093/BIOMET/78.1.207MaRDI QIDQ3210011zbMATH OpenOpenAlexFDO

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

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)

Recommendations

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Cited in

(10)

• Analysis of economic growth: structural breaks, superrandomness, and nonlinear forecasting
• Estimation of the fractionally differencing parameter with the R/S method
• TESTING FOR WHITE NOISE AGAINST MULTIMODAL SPECTRAL ALTERNATIVES
• Behaviour of the length test for medium sample sizes
• Performance of the One-Sample Goodness-of-Fit P–P-Plot Length Test
• scientific article; zbMATH DE number 1087962 (Why is no real title available?)
• Detecting long-range dependence with truncated ratios of periodogram ordinates
• A new class of metric divergences on probability spaces and its applicability in statistics
• Tests of normality: new test and comparative study
• EDF and EQf orthogonal component decompositions and tests of uniformity

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