Data-Driven Smooth Tests When the Hypothesis Is Composite

DOI10.2307/2965574zbMATH Open1067.62534OpenAlexW2736707337MaRDI QIDQ4366202FDOQ4366202

Teresa Ledwina, Wilbert C. M. Kallenberg

Publication date: 1997

Full work available at URL: https://research.utwente.nl/en/publications/datadriven-smooth-tests-when-the-hypothesis-is-composite(31bf9fa0-f15a-407b-8b78-7972af247bc0).html

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Cited In (36)

• The simultaneous assessment of normality and homoscedasticity in linear fixed effects models
• Data-driven smooth test for a location-scale family
• Data-driven smooth tests for the extreme value distribution
• Estimating copula densities, using model selection techniques
• Generalized likelihood ratio statistics and Wilks phenomenon
• Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models
• An automatic portmanteau test for serial correlation
• A directional test of exponentiality based on maximum correlations
• Estimation of Fisher information using model selection
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
• Data-driven smooth tests for a location-scale family revisited
• The life and work of Michael A. Stephens: a conversation with Richard A. Lockhart and John J. Spinelli
• Towards data driven selection of a penalty function for data driven Neyman tests
• A generalized Emerson recurrence relation
• Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach
• Smooth Tests for the Zero‐Inflated Poisson Distribution
• Data driven smooth tests for bivariate normality
• Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
• Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View
• \(p\)-value model selection criteria for exponential families of increasing dimension
• Goodness-of-fit tests for the inverse Gaussian and related distributions
• Comments on: Goodness-of-fit tests in mixed models.
• Informative statistical analyses using smooth goodness of fit tests
• Sieve empirical likelihood ratio tests for nonparametric functions
• A data-driven smooth test of symmetry
• Comparison of some tests of fit for the Laplace distribution
• Data-driven tests of uniformity on product manifolds
• Data-driven smooth tests for the martingale difference hypothesis
• Data-driven Sobolev tests of uniformity on compact Riemannian manifolds
• Reweighted Smooth Tests of Goodness of Fit
• Moderate deviations of minimum contrast estimators under contamination
• Efficient and adaptive nonparametric test for the two-sample problem
• Data-driven smooth tests of the proportional hazards assumption
• Detecting positive quadrant dependence and positive function dependence
• On large deviation theorem for data-driven Neyman's statistic
• Exhaustive Goodness of Fit Via Smoothed Inference and Graphics

This page was built for publication: Data-Driven Smooth Tests When the Hypothesis Is Composite

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4366202)