Goodness-of-fit tests when parameters are estimated
zbMATH Open1192.62126MaRDI QIDQ3580455FDOQ3580455
Authors: G. Jogesh Babu, C. R. Rao
Publication date: 12 August 2010
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bootstrapempirical processKolmogorov-Smirnov statisticBrownian motioninterquartile rangeCramér-von Mises statistic
Exact distribution theory in statistics (62E15) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Order statistics; empirical distribution functions (62G30)
Cited In (58)
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- A comparison of alternative approaches to supremum-norm goodness-of-fit tests with estimated parameters
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- A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region
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- A generalization of the power law distribution with nonlinear exponent
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- On entropy-based goodness-of-fit test for asymmetric Student-\(t\) and exponential power distributions
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- A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution
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- Stationarity testing under nonlinear models. Some asymptotic results
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- Hypothesis testing for finite mixture models
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
- Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions
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