Random weighting empirical distribution function and its applications to goodness-of-fit testing
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Publication:5265801
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Cites work
- A large sample study of the Bayesian bootstrap
- Approximation by random weighting method for M-test in linear models
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- Generalizations of the delta-Corrected Kolmogorov-Smirnov Goodness-of-Fit Test
- Negative association of random variables, with applications
- Some Concepts of Dependence
- Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
- The Supremum and Infimum of the Poisson Process
- The \(\delta\)-corrected Kolmogorov-Smirnov test for goodness of fit
- The Δ-corrected kolmogorov-smirnov test with estimated parameters
Cited in
(5)- The probability weighted characteristic function and goodness-of-fit testing
- FAST CORRECTION ALGORITHMS FOR WEIGHTED EMPIRICAL DISTRIBUTION FUNCTIONS
- New tests based on Rubin's empirical distribution function
- New goodness-of-fit tests based on fiducial empirical distribution function
- EDF goodness-of-fit tests based on centre-outward ordering
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