scientific article; zbMATH DE number 21470

MaRDI QIDQ3981237zbMATH OpenFDO

Authors A. M. Nikabadze

Publication date 26 June 1992

zbMATH Keywords

empirical distribution functiongoodness-of-fit testparametric empirical processmultidimensional parameterdistribution free asymptotic testsinnovation fieldinnovation martingale techniques

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Recommendations

• Goodness of fit problem and scanning innovation martingales
• Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach
• Some notes on goodness-of-fit tests and innovation martingales
• Goodness-of-fit tests for parametric hypotheses on the distribution of point processes
• Some test statistics based on the martingale term of the empirical distribution function

Cited in

(5)

• Some test statistics based on the martingale term of the empirical distribution function
• Goodness-of-fit test for a nonlinear time series
• Some notes on goodness-of-fit tests and innovation martingales
• Goodness of fit problem and scanning innovation martingales
• Statistics for Innovation

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