Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities
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Publication:3604101
DOI10.1080/02664760701231526zbMath1156.62330OpenAlexW2055731783MaRDI QIDQ3604101
Publication date: 24 February 2009
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760701231526
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)
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Cites Work
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- Smooth Tests of Goodness of Fit: An Overview
- Table of Percentage Points of Kolmogorov Statistics
- A Probability Distribution and Its Uses in Fitting Data
- Testing and Modeling Multivariate Threshold Models
- Remarks on a Multivariate Transformation
- Power of the Neyman smooth tests for the uniform distribution