Unitary transformations, empirical processes and distribution free testing
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Publication:5963511
Abstract: The main message in this paper is that there are surprisingly many different Brownian bridges, some of them - familiar, some of them - less familiar. Many of these Brownian bridges are very close to Brownian motions. Somewhat loosely speaking, we show that all the bridges can be conveniently mapped onto each other, and hence, to one "standard" bridge. The paper shows that, a consequence of this, we obtain a unified theory of distribution free testing in , both for discrete and continuous cases, and for simple and parametric hypothesis.
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Cited in
(13)- Multivariate goodness-of-fit tests based on Wasserstein distance
- Distribution free testing for conditional distributions given covariates
- A new approach to distribution free tests in contingency tables
- Distribution-free testing in linear and parametric regression
- Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models
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