A General formula for the upper tail significance levels of empirical distribution function test statistics

DOI10.1080/03610928808829861zbMATH Open0696.62048OpenAlexW2024799163MaRDI QIDQ3473017FDOQ3473017

Author name not available (Why is that?)

Publication date: 1988

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829861

Recommendations

• A cramer - von mises type goodness of fit test with asymmetric weight function
• Publication:4864290
• A weighted cramer-von mises statistic derived from a decomposition of the anderson-darling statistic
• Coefficients of the asymptotic distribution of the kolmogorov-smirnov statistic when parameters are estimated
• Analogues of classical goodness-of-fit tests for distribution tails

zbMATH Keywords

characteristic functionE.D.F. test statisticsupper tail significance levelsweighted sum of chi-square random variables

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Title not available (Why is that?)
• Concerning a Certain Probability Problem
• Convergence of Quadratic Forms in Independent Random Variables

Cited In (1)

• A cramer - von mises type goodness of fit test with asymmetric weight function

This page was built for publication: A General formula for the upper tail significance levels of empirical distribution function test statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3473017)