New procedure for applying the Cramér-von Mises test for parametric families of distributions

DOI10.1007/978-3-030-76829-4_16zbMATH Open1480.62044OpenAlexW3197026361MaRDI QIDQ5014530FDOQ5014530

Authors: Gennady Martynov 

Publication date: 8 December 2021

Published in: Operator Theory and Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-76829-4_16

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zbMATH Keywords

gamma distributiongoodness-of-fit testsparametric families of distributionsCramér-von Mises type testshyper normal distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Parametric hypothesis testing (62F03) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Martingale Approach in the Theory of Goodness-of-Fit Tests
• Weak convergence and empirical processes. With applications to statistics
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• Weak convergence of the sample distribution function when parameters are estimated
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• A generalized normal distribution
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• On distribution-free goodness-of-fit testing of exponentiality
• On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
• Weighted Cramér-von Mises test with estimated parameters
• Note on the Cramér-von Mises test with estimated parameters
• Statistic Distribution Models for Some Nonparametric Goodness-of-Fit Tests in Testing Composite Hypotheses

Cited In (3)

• Note on the Cramér-von Mises test with estimated parameters
• Limiting distribution and simulated power of some proposed Cramér-von Mises type statistics
• Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications

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