A new approach to goodness-of-fit testing based on the integrated empirical process*
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Publication:4485010
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Cites work
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- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 3766426 (Why is no real title available?)
- scientific article; zbMATH DE number 3283642 (Why is no real title available?)
- A condition under which the Pitman and Bahadur approaches to efficiency coincide
- A large deviation theorem for the \(q\)-sample likelihood ratio statistic
- Asymptotic Efficiency of Nonparametric Tests
- Characterization of Distributions by Random Sums
- Computing the distribution of quadratic forms in normal variables
- Eine simultane Charakterisierung der geometrischen Verteilung und der logistischen Verteilung
- Exact Bahadur Efficiencies for the Kolmogorov-Smirnov and Kuiper One- and Two-Sample Statistics
- Hodges-Lehmann optimality of tests
- On the First Passage of the Integrated Wiener Process
- On the Probability of Large Deviations of Families of Sample Means
- Rates of Convergence of Estimates and Test Statistics
- Sur la distribution de certaines fonctionnelles de l'int�grale du mouvement Brownien avec d�rives parabolique et cubique
- Temps de sortie d’un intervalle borné pour l’intégrale du mouvement brownien
Cited in
(27)- Multivariate extensions of the Anderson--Darling process.
- Inferential procedures based on the integrated empirical characteristic function
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
- Normality Test Based on a Truncated Mean Characterization
- \(K\)-sample problem using strong approximations of empirical copula processes
- Approximation of stochastic integrals with applications to goodness-of- fit tests
- A new omnibus test of fit based on a characterization of the uniform distribution
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- Probability and statistics. Part 6. Transl. from the Russian
- Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis
- Tests for symmetry based on the integrated empirical process
- Statistical inference for \(L^2\)-distances to uniformity
- Some asymptotic results for the integrated empirical process with applications to statistical tests
- The empirical identity process: asymptotics and applications
- Local efficiency of integrated goodness-of-fit tests under skew alternatives
- Exact small ball constants for some Gaussian processes under the \(L^2\)-norm
- Bahadur exact slopes of some tests for spectral densities
- New two-sample tests based on the integrated empirical copula processes
- Tail behavior of anisotropic norms for Gaussian random fields
- Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
- Some applications of the strong approximation of the integrated empirical copula processes
- Two-Sample Tests Based on the Integrated Empirical Process
- 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
- Bahadur efficiencies of the Epps-Pulley test for normality
- On asymptotic efficiency of tests of fit based on the Deheuvels empirical process
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