Certain Chi-Square Type Tests for Continuous Distributions

DOI10.1137/1116001zbMATH Open0234.62019OpenAlexW2039892538MaRDI QIDQ5643441FDOQ5643441

Authors: D. M. Chibisov 

Publication date: 1971

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1116001

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Cited In (15)

• A supplement to sowey's bibliography on random number generation and related topics
• Minimum chi-square estimation and tests for model selection
• Application of tests of chi-square type
• Statistical inference for stationary linear models with tapered data
• The components of chi-squared statistics for goodness-of-fit tests
• Refinement of the asymptotics of the power of the quantile test
• Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives
• Title not available (Why is that?)
• Goodness-of-fit tests for stationary Gaussian processes with tapered data
• Goodness-of-fit tests for continuous-time stationary processes
• On asymptotic behavior of unbiased probability estimators for lattice distributions with the mean as a sufficient statistic
• On the computation of chi-square-type statistics
• The behavior of chi-square statistics using unbiased estimators in the case of one-parameter distribution from exponential family
• Chi-square goodness-of-fit test for one- and multidimensional discrete distributions
• General chi-square goodness-of-fit tests with data-dependent cells

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