Kernels, degrees of freedom, and power properties of quadratic distance goodness-of-fit tests

DOI10.1080/01621459.2013.836972zbMATH Open1367.62144OpenAlexW2112884738WikidataQ38657242 ScholiaQ38657242MaRDI QIDQ4975359FDOQ4975359

Authors: Bruce G. Lindsay, Marianthi Markatou, Surajit Ray 

Publication date: 4 August 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3979448

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zbMATH Keywords

big datahigh-dimensional testingmidpower analysisoptimal kernel constructionPearson-normal kernelpower lemma

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Measuring and testing dependence by correlation of distances
• Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
• Local power properties of kernel based goodness of fit tests
• The topography of multivariate normal mixtures
• A computational strategy for doubly smoothed MLE exemplified in the normal mixture model
• Quadratic distances on probabilities: A unified foundation
• On the Asymptotic Properties of a Nonparametric<tex>$L_1$</tex>-Test Statistic of Homogeneity
• Fisher information matrix: a tool for dimension reduction, projection pursuit, independent component analysis, and more
• Projection pursuit via white noise matrices

Cited In (9)

• Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
• Statistical distances in goodness-of-fit
• Characterizations of multinormality and corresponding tests of fit, including for GARCH models
• Testing semiparametric model-equivalence hypotheses based on the characteristic function
• A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
• Tests for circular symmetry of complex-valued random vectors
• Quadratic distances on probabilities: A unified foundation
• Statistical distances and their role in robustness
• A Gaussian process approach to model checks

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