Convergence in weighted supremum norms of the skorokhod representation of the estimated empirical process

DOI10.1080/03610929508831653zbMath0875.62194OpenAlexW2035163967MaRDI QIDQ4337105

Aldo J. Viollaz

Publication date: 10 November 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929508831653

zbMATH Keywords

empirical processSkorokhod representationweighted norm convergenceAnderson-Darling goodness-of-fit test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

Extreme smoothing and testing for multivariate normality ⋮ A weighted cramer-von mises statistic derived from a decomposition of the anderson-darling statistic ⋮ Invariant tests for multivariate normality: A critical review

Cites Work

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• Weak convergence of the sample distribution function when parameters are estimated
• A cramer - von mises type goodness of fit test with asymmetric weight function
• Fredholm Determinant of a Positive Definite Kernel of a Special Type and Its Application
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• The Cramer-Smirnov Test in the Parametric Case

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