Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

From MaRDI portal
Publication:5814265


DOI10.1214/aoms/1177729437zbMath0048.11301WikidataQ29040566 ScholiaQ29040566MaRDI QIDQ5814265

T. W. Anderson, Donald A. Darling

Publication date: 1952

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177729437



Related Items

Convergence in weighted supremum norms of the skorokhod representation of the estimated empirical process, Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions, Transforming linear functions to normality:optimal component powers, ADEQUACY OF ASYMPTOTIC THEORY FOR GOODNESS-OF-FIT CRITERIA FOR SPECTRAL DISTRIBUTIONS, Nonparametric estimation of transition probabilities in a two-stage duration model, A weighted Kuiper statistic for goodness of fit, Percentage points for directional anderson-darling goodness-of-fit tests, Tables of the cramér-von mises distributions, Powerful Goodness-of-fit Tests Based on the Likelihood Ratio, Minimally Selected P and Other Tests for A Single Abrupt Changepoint in A Binary Sequence, Tests Concerning Equicorrelation Matrices with Grouped Normal Data, Regression Residuals, Moments, and Their Use in Tests for Normality, A cramer - von mises type goodness of fit test with asymmetric weight function, Testing change-points with linear trend, A weighted cramér-von mises statistic, with some applications to clinical trials, A weighted cramer-von mises statistic derived from a decomposition of the anderson-darling statistic, Omnibus test of normality using the Q statistic, [https://portal.mardi4nfdi.de/wiki/Software:5338562 �ber die Differenz zwischen theoretischer und empirischer Verteilungsfunktion], Small ball probabilities for Gaussian random fields and tensor products of compact operators, An Adaptive Goodness-of-Fit Test, Comprehensive study of tests for normality and symmetry: extending the Spiegelhalter test, TWO-COMPONENT EXTREME VALUE DISTRIBUTION FOR ASIA-PACIFIC STOCK INDEX RETURNS, Some goodness of fit tests for exponential distributions, A Rate of Convergence for the Von Mises Statistic, On the Convergence of Sequences of Stochastic Processes, A Unified Approach to Structural Change Tests Based on ML Scores,FStatistics, and OLS Residuals, \(L_p\)-approximable sequences of vectors and limit distribution of quadratic forms of random variables, The Vervaat process in \(L_p\) spaces, Second order Hadamard differentiability in statistical applications., Convergence de la répartition empirique vers la répartition théorique, On the theory of order statistics, A supplement to sowey's bibliography on random number generation and related topics, Power of A Class of Goodness-of-Fit Tests I, Powers of Discrete Goodness-of-Fit Test Statistics for a Uniform Null Against a Selection of Alternative Distributions, A test for the hypothesis of skew-normality in a population, Variance Reduction Using Nonlinear Controls and Transformations, A General formula for the upper tail significance levels of empirical distribution function test statistics, ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL, New Goodness of Fit Tests Based on Stochastic EDF, A Goodness-of-Fit Test for Location-Scale Max-Stable Distributions, TESTS FOR NONLINEAR COINTEGRATION, An empirical power comparison of univariate goodness-of-fit tests for normality, Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison, A New Tempered Stable Distribution and Its Application to Finance, An Omnibus Test for Time Series ModelI(d), General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic, The reduction of the average width of confidence bands for an unknown continuous distribution function, The Biased Transformation and Its Application in Goodness-of-Fit Tests for the Beta and Gamma Distribution, Saddlepoint Approximations to the Limiting Distribution of the Modified Anderson–Darling Test Statistic, A comparative study of some kernel-based nonparametric density estimators, Generalised K-S confidence regions: some exact results, WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*, O-statistics and their applications, An alternative to the kolmogorov-smirnov test for goodness of fit, A test for bivariate symmetry based on the empirical distribution function, Crossing probabilities for a square root boundary by a bessel process, Tests of symmetry based on watson statistics, Quant1les of the Anderson-Darling statistic, Modified cramer-von mises goodness-of-fit tests for spectral distribution functions, Tests of randomness in two dimensions, Asymptotic expansions for bivariate von Mises functionals, Asymptotic properties of Cramer-Smirnov statistics. A new approach, Modeling statistic distributions for nonparametric goodness-of-fit criteria for testing complex hypotheses with respect to the inverse Gaussian law, On comparing the accuracy of competing tests of the same hypotheses from simulation data, Smoothness of distribution function of \({\mathcal F}{\mathcal L}\)-statistic. I, Limiting power of unit-root tests in time-series regression, Inference for earthquake models: A self-correcting model, On the asymptotic power of the two-sided Kolmogorov-Smirnov test, Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE, Heuristic approximation to Cramér-von Mises type statistics, Non-uniform bounds for short asymptotic expansions in the CLT for balls in a Hilbert space, Optimal distribution-free confidence bands for a distribution function, On the distribution of quadratic functionals of the ordinary and fractional Brownian motions, Likelihood-ratio tests for normality, The distribution of Pearson residuals in generalized linear models, Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions, Analysis of particle interaction in particle swarm optimization, The efficiency analysis of container port production using DEA panel data approaches, A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables, Accurate tests and intervals based on linear cusum statistics, Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach, Goodness of fit tests via exponential series density estimation, A goodness of fit test for copulas based on Rosenblatt's transformation, Accurate tests and intervals based on nonlinear cusum statistics, Estimation of functional derivatives, On weighted approximations in \(D[0,1\) with applications to self-normalized partial sum processes], Time series analysis of particle tracking data for molecular motion on the cell membrane, Large deviations and asymptotic efficiency of a statistic of integral type. II, On goodness-of-fit and the bootstrap, Remark on the Cramer-von Mises-Smirnov criterion, Probabilities for Cramer- von Mises-Smirnov test using grouped data, On the invariance principle for U-statistics, On the computer generation of random variables with a given characteristic function, Invariance of Wiener processes and of Brownian bridges by integral transforms and applications, Large deviations and asymptotic efficiency of statistics of integral type. I, Lim inf results for the Wiener process and its increments under the \(L_ 2\)-norm, Comparison results for the lower tail of Gaussian seminorms, General linear hypotheses in a two-stage least squares estimation model, Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise, On conditions of Bahadur local asymptotic optimality of weighted Kolmogorov-Smirnov statistics, Distribution results for distance functions based on the modified empirical distribution function of M. Kac, Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives, Exact distributions of certain goodness-of-fit tests and their complete asymptotic expansions, Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions, Weak convergence in \(L^p(0,1)\) of the uniform empirical process under dependence, Testing time series linearity via goodness-of-fit methods, The asymptotic distribution of the suprema of the standardized empirical processes under the Koziol-Green model, The Chibisov-O'Reilly theorem for empirical processes under contiguous measures, Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics, Two-sample goodness-of-fit tests when ties are present, Principal component decomposition of non-parametric tests, Eigenvalues of a Fredholm integral operator and applications to problems of statistical inference, The continuous and discrete Brownian bridges: Representations and applications, A family of matrices, the discretized Brownian bridge, and distance-based regression, An omnibus test for the time series model AR(1)., Some generalizations of the Anderson--Darling statistic., Multivariate extensions of the Anderson--Darling process., A sieve bootstrap test for stationarity., Testing for stationarity in series with a shift in the mean. A Fredholm approach, Tail behaviour of Gaussian processes with applications to the Brownian pillow., Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments), Optimal bounds in non-Gaussian limit theorems for \(U\)-statistics, Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times, Global power functions of goodness of fit tests., Statistical outlier analysis in litigation support: The case of Paul F. Engler and Cactus Feeders, Inc., v. Oprah Winfrey et al, Estimation of a two-dimensional distribution function under association, Polynomial structures in order statistics distributions, On the distribution of the square integral of the Brownian bridge, Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm., Higher criticism for detecting sparse heterogeneous mixtures., Detecting a change in the intercept in multiple regression, A lim inf result for the increments of the Wiener process under the \(L_ 2\)-norm, On exchangeable sampling distributions for uncontrolled data, A note on the change-point problem for angular data, Computation of limiting distributions in stationarity testing with a generic trend, Unbiased goodness-of-fit tests, Goodness-of-fit tests via phi-divergences, Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model, Blockwise bootstrap testing for stationarity, A survey on distribution-free statistics based on distances between distribution functions, On the asymptotic power of Cramer-von Mises tests of fit, On exact probabilities of some generalized Kolmogorov's \(D\)-statistics, Estimation by minimum-discrepancy methods, Weak convergence and relative compactness of martingale processes with applications to some nonparametric statistics, A Karhunen-Loève expansion for a mean-centered Brownian bridge, Data driven versions of neyman's test for uniformity based on bayesian rule, A famiy of simple distribution functions to approximate complicted distributions, A two-sample nonparametric likelihood ratio test, Minimum hellinger distance estimation for normal models, Density based tests for goodness-of-fit, A Nonparametric Test for Independence Based on Sample Space Partitions, The empirical process of autoregressive residuals, Cramér-von mises statistic for testing goodness of fit under the proportional hazards model, On the asymptotic distribution of cramer-von mises one-sample test statistics under an alternative, Confidence Limits for Global Optima Based on Heuristic Solutions to Difficult Optimization Problems: A Simulation Study, The mean successive difference in samples from an exponential population, Relative efficiencies of goodness-of-fit procedures with truncated data, Power of tests of normality for detecting scale contaminated normal samples, On the Karhunen-Loeve expansion for transformed processes, Empirical distributions of stock returns: between the stretched exponential and the power law?, The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities