THE PROBABILITY INTEGRAL TRANSFORMATION WHEN PARAMETERS ARE ESTIMATED FROM THE SAMPLE
From MaRDI portal
Publication:5786972
DOI10.1093/BIOMET/35.1-2.182zbMATH Open0030.40503OpenAlexW2094262185WikidataQ82361373 ScholiaQ82361373MaRDI QIDQ5786972FDOQ5786972
Publication date: 1948
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/35.1-2.182
Cited In (24)
- Output distributions and covariance functions of certain non-linear transformations†
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
- Extension of the \(W_ u\) statistic with applications
- Parameter estimation in the exponential distribution, confidence intervals and a monte carlo study for a goodness of fit test
- Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance
- Percentage points for directional anderson-darling goodness-of-fit tests
- ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS
- Modified goodness-of-fit tests for the inverse Gaussian distribution
- Robustness of the Standard Deviation and Other Measures of Dispersion
- Mixture of longitudinal factor analyzers and their application to the assessment of chronic pain
- New goodness-of-fit tests based on fiducial empirical distribution function
- On similarity and independence properties of composite edf goodness-of-fit tests
- A moment-based empirical likelihood ratio test for exponentiality using the probability integral transformation
- A LILLIEFORS TEST OF FIT TO THE TWO-COMPONENT HOMOSCEDASTIC NORMAL MIXTURE
- On maximum likelihood estimators of shape and scale parameters and their application in constructing confidence contours.
- Title not available (Why is that?)
- Goodness-of-fit tests for location–scale families based on random distance
- On the Kuiper test for normality with mean and variance unknown
- Probability‐scale residuals for continuous, discrete, and censored data
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
- The predictive-sequential goodness-of-fit approach: a study of the exponential distribution case
- An exact Kolmogorov–Smirnov test for the Poisson distribution with unknown mean
- Conditional and predictive probability integral transforms
- Goodness-of-fit tests for the two parameter Weibull distribution
This page was built for publication: THE PROBABILITY INTEGRAL TRANSFORMATION WHEN PARAMETERS ARE ESTIMATED FROM THE SAMPLE
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5786972)