A new form for the chi-squared test of independence

DOI10.1080/02331888808802126zbMath0669.62024OpenAlexW1980993257MaRDI QIDQ3822993

René Blacher

Publication date: 1988

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888808802126

zbMATH Keywords

minimum chi-squared estimatorschi- squared restricted testschi-squared tests of independenceestimated marginal distributionsHilbertian tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of parametric tests (62F05)

Related Items (2)

Nonlinear canonical analysis and independence tests ⋮ Higher Order Correlation Coefficients

Cites Work

• On efficiency and optimality of quadratic tests
• Large sample theory for U-statistics and tests of fit
• On some global measures of the deviations of density function estimates
• Goodness-Of-Fit Tests Based on a Measure of Discrepancy between Two Scalar Products
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