On an independence test approach to the goodness-of-fit problem
From MaRDI portal
(Redirected from Publication:495375)
Recommendations
- Testing independence and goodness-of-fit in linear models
- scientific article; zbMATH DE number 2247204
- A consistent test of independence and goodness-of-fit in linear regression models
- Goodness of fit test and test of independence by entropy
- On the Conditional Distribution of Goodness-of-Fit Tests
- Approximating a class of goodness-of-fit test statistics
- Goodness-of-fit tests for dependent data
- Goodness-of-fit tests via characterizations. I: General approach
- An approach to testing the goodness of fit of incompletely specified distributions
Cites work
- scientific article; zbMATH DE number 3962966 (Why is no real title available?)
- scientific article; zbMATH DE number 3635287 (Why is no real title available?)
- scientific article; zbMATH DE number 1484400 (Why is no real title available?)
- scientific article; zbMATH DE number 3426633 (Why is no real title available?)
- scientific article; zbMATH DE number 5492518 (Why is no real title available?)
- A Characterization of the Gamma Distribution
- A Characterization of the Inverse Gaussian Distribution
- A class of goodness-of-fit tests based on a new characterization of the exponential distribution
- A goodness-of-fit test for the inverse Gaussian distribution using its independence characterization
- A multivariate nonparametric test of independence
- A new weighted integral goodness-of-fit statistic for exponentiality
- An empirical likelihood ratio based goodness-of-fit test for inverse Gaussian distributions
- Asymptotic efficiency of exponentiality tests based on order statistics characterization
- Bootstrap based goodness-of-fit-tests
- Bounds for the maximum likelihood estimates in two-parameter Gamma distribution
- Characterization of \(k\)-variate normal distribution with covariance structure, \(\sigma^2\Sigma_0\) and EDF goodness-of-fit tests
- Characterizations of normal distributions and EDF goodness-of-fit tests
- Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
- Constancy of regressions for beta distributions
- Empirical likelihood based hypothesis testing
- Empirical processes
- Functional limit theorems for U-processes
- Goodness-of-fit tests for the gamma distribution based on the empirical Laplace transform
- Goodness-of-fit tests for the inverse Gaussian distribution based on the empirical Laplace transform
- Limit theorems for \(U\)-processes
- On a characterization of the gamma distribution: The independence of the sample mean and the sample coefficient of variation
- On khatri's characterization of the inverse-gaussian distribution
- On measures of association and a related problem
- Real Analysis and Probability
- Weak convergence and Glivenko-Cantelli results for empirical processes of U-statistic structure
- Weak convergence and empirical processes. With applications to statistics
Cited in
(9)- Exponentiality tests based on Basu characterization
- Testing independence and goodness-of-fit in linear models
- Correlation-type goodness-of-fit tests based on independence characterizations
- A new characterization of the Gamma distribution and associated goodness-of-fit tests
- Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
- Test of Independence in the Farlie–Gumbel–Morgenstern Distribution
- Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies
- Rao score tests for goodness of fit and independence
- On a new approach to the multi-sample goodness-of-fit problem
This page was built for publication: On an independence test approach to the goodness-of-fit problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q495375)
