A new approach to goodness-of-fit testing based on the integrated empirical process*

DOI10.1080/10485250008832815zbMATH Open0945.62051OpenAlexW2126847045MaRDI QIDQ4485010FDOQ4485010

Authors: Norbert Henze, Yakov Yu. Nikitin 

Publication date: 5 June 2000

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250008832815

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zbMATH Keywords

empirical processBahadur efficiencygoodness-of-fit testinglocal Bahadur optimalityintegrated Brownian bridge

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10) Order statistics; empirical distribution functions (62G30)

Cites Work

• Computing the distribution of quadratic forms in normal variables
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• Rates of Convergence of Estimates and Test Statistics
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• On the First Passage of the Integrated Wiener Process
• Hodges-Lehmann optimality of tests
• Sur la distribution de certaines fonctionnelles de l'int�grale du mouvement Brownien avec d�rives parabolique et cubique
• Exact Bahadur Efficiencies for the Kolmogorov-Smirnov and Kuiper One- and Two-Sample Statistics
• Temps de sortie d’un intervalle borné pour l’intégrale du mouvement brownien
• On the Probability of Large Deviations of Families of Sample Means
• Eine simultane Charakterisierung der geometrischen Verteilung und der logistischen Verteilung
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• A large deviation theorem for the \(q\)-sample likelihood ratio statistic
• Characterization of Distributions by Random Sums

Cited In (27)

• New two-sample tests based on the integrated empirical copula processes
• On asymptotic efficiency of tests of fit based on the Deheuvels empirical process
• Probability and statistics. Part 6. Transl. from the Russian
• Inferential procedures based on the integrated empirical characteristic function
• Bahadur exact slopes of some tests for spectral densities
• Normality Test Based on a Truncated Mean Characterization
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
• Statistical inference for \(L^2\)-distances to uniformity
• Multivariate extensions of the Anderson--Darling process.
• \(K\)-sample problem using strong approximations of empirical copula processes
• Tail behavior of anisotropic norms for Gaussian random fields
• Tests for symmetry based on the integrated empirical process
• Some asymptotic results for the integrated empirical process with applications to statistical tests
• Local efficiency of integrated goodness-of-fit tests under skew alternatives
• Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
• The empirical identity process: asymptotics and applications
• Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis
• A new omnibus test of fit based on a characterization of the uniform distribution
• Two-Sample Tests Based on the Integrated Empirical Process
• Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
• Approximation of stochastic integrals with applications to goodness-of- fit tests
• Study of some new integrated statistics: Computation of Bahadur efficiency, relation with non-standard boundary value problems
• Watson-type goodness-of-fit tests based on the integrated empirical process
• A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator
• Exact small ball constants for some Gaussian processes under the \(L^2\)-norm
• Some applications of the strong approximation of the integrated empirical copula processes
• Bahadur efficiencies of the Epps-Pulley test for normality

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