On an independence test approach to the goodness-of-fit problem
DOI10.1016/J.JMVA.2015.05.013zbMATH Open1327.62278OpenAlexW380894511MaRDI QIDQ495375FDOQ495375
Authors: Ludwig Baringhaus, Daniel Gaigall 
Publication date: 10 September 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.05.013
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Cited In (9)
- On a new approach to the multi-sample goodness-of-fit problem
- Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
- Exponentiality tests based on Basu characterization
- Testing independence and goodness-of-fit in linear models
- Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies
- Rao score tests for goodness of fit and independence
- Test of Independence in the Farlie–Gumbel–Morgenstern Distribution
- A new characterization of the Gamma distribution and associated goodness-of-fit tests
- Correlation-type goodness-of-fit tests based on independence characterizations
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