General chi-square goodness-of-fit tests with data-dependent cells

DOI10.1007/BF00534153MaRDI QIDQ4189968zbMATH OpenFDO

Authors

Publication date 1979

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Central Limit TheoremGoodness-Of-Fit TestsChi-Square TestContinuous DataData-Dependent CellsDonsker ClassEmpirical Measures

Mathematics Subject Classification ID

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

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• A Chi-Square Statistic with Random Cell Boundaries
• A New Proof of the Pearson-Fisher Theorem
• Central limit theorems for empirical measures
• Certain Chi-Square Type Tests for Continuous Distributions
• Chi-square tests for multivariate normality with application to common stock prices
• I-divergence geometry of probability distributions and minimization problems
• Large-Sample Theory: Parametric Case
• On a Modification of the Standard Statistics of Pearson
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
• On the Construction of Almost Uniformly Convergent Random Variables with Given Weakly Convergent Image Laws
• Some Recent Results in Chi-Square Goodness-of-Fit Tests
• The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit
• The minimum distance method of testing
• Unified large-sample theory of general chi-squared statistics for tests of fit

Cited in

(16)

• Bayesian copula selection
• Measures of lack of fit from tests of chi-squared type
• Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
• 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
• Inference based on many conditional moment inequalities
• Data dependent cells chi-square test with recurrent events
• A test for elliptical symmetry
• Tree based diagnostic procedures following a smooth test of goodness-of-fit
• Goodness-of-fit tests for copulas

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