On a Modification of the Standard Statistics of Pearson
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Publication:4092780
DOI10.1137/1119098zbMATH Open0327.62026OpenAlexW2063380066MaRDI QIDQ4092780FDOQ4092780
Authors: Kacha Dzhaparidze, Mikhail Nikulin 
Publication date: 1974
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1119098
Cited In (22)
- On the optimality and a generalization of rao-robson's statistic
- A note on Wald's type chi-squared tests of fit
- Application of tests of chi-square type
- Relationships among some chi-square goodness of fit statistics
- Statistical inference for stationary linear models with tapered data
- Some new tests for multivariate normality
- A note on vector-valued goodness-of-fit tests
- A decomposition of Pearson-Fisher and Dzhaparidze-Nikulin statistics and some ideas for a more powerful test construction
- Goodness-of-fit tests for the power-generalized Weibull probability distribution
- Generalized processing tree models: jointly modeling discrete and continuous variables
- Goodness-of-fit tests for stationary Gaussian processes with tapered data
- Title not available (Why is that?)
- Large sample behavior of entropy measures when parameters are estimated
- Goodness-of-fit tests for continuous-time stationary processes
- On the computation of chi-square-type statistics
- Goodness of fit tests based on frequencies and averages of classes
- A statistical reanalysis of the classical Rutherford's experiment
- On Efficient Estimation in Continuous Models Based on Finitely Quantized Observations
- Asymptotically similar criteria
- Chi-square goodness-of-fit test for one- and multidimensional discrete distributions
- General chi-square goodness-of-fit tests with data-dependent cells
- Bernstein-type large deviations inequalities for partial sums of strong mixing processes
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