General chi-square goodness-of-fit tests with data-dependent cells
DOI10.1007/BF00534153zbMATH Open0404.62023MaRDI QIDQ4189968FDOQ4189968
Authors:
Publication date: 1979
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Central Limit TheoremGoodness-Of-Fit TestsChi-Square TestContinuous DataData-Dependent CellsDonsker ClassEmpirical Measures
Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Central limit and other weak theorems (60F05)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Unified large-sample theory of general chi-squared statistics for tests of fit
- Title not available (Why is that?)
- Chi-square tests for multivariate normality with application to common stock prices
- Title not available (Why is that?)
- I-divergence geometry of probability distributions and minimization problems
- Central limit theorems for empirical measures
- Certain Chi-Square Type Tests for Continuous Distributions
- Large-Sample Theory: Parametric Case
- Title not available (Why is that?)
- On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
- The minimum distance method of testing
- A New Proof of the Pearson-Fisher Theorem
- A Chi-Square Statistic with Random Cell Boundaries
- The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit
- Some Recent Results in Chi-Square Goodness-of-Fit Tests
- On the Construction of Almost Uniformly Convergent Random Variables with Given Weakly Convergent Image Laws
- Title not available (Why is that?)
- On a Modification of the Standard Statistics of Pearson
Cited In (16)
- Bayesian copula selection
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
- Measures of lack of fit from tests of chi-squared type
- A direct bootstrapping technique and its application to a novel goodness of fit test
- Nonparametric inference based on conditional moment inequalities
- Some new tests for multivariate normality
- The components of chi-squared statistics for goodness-of-fit tests
- The minimum distance method of testing
- The limiting distribution of a test for multivariate structure
- Measurement of aggregate risk with copulas
- Chi-square tests for multivariate normality with application to common stock prices
- Data dependent cells chi-square test with recurrent events
- Inference based on many conditional moment inequalities
- A test for elliptical symmetry
- Tree based diagnostic procedures following a smooth test of goodness-of-fit
- Goodness-of-fit tests for copulas
This page was built for publication: General chi-square goodness-of-fit tests with data-dependent cells
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4189968)