Unitary transformations, empirical processes and distribution free testing
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Publication:5963511
DOI10.3150/14-BEJ668zbMATH Open1345.60094arXiv1601.01426OpenAlexW3105796855MaRDI QIDQ5963511FDOQ5963511
Publication date: 22 February 2016
Published in: Bernoulli (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1601.01426
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goodness-of-fit testsempirical processesunitary operatorsBrownian bridgesparametric hypothesis\(g\)-projected Brownian motions
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Cited In (13)
- Distribution-free testing in linear and parametric regression
- Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields
- Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models
- Distribution free testing for conditional distributions given covariates
- Distribution free goodness of fit testing of grouped Bernoulli trials
- Gaussian processes centered at their online average, and applications
- Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations
- A conversation with Estate V. Khmaladze
- A new approach to distribution free tests in contingency tables
- Title not available (Why is that?)
- Nonparametric goodness-of-fit testing for a continuous multivariate parametric model
- Title not available (Why is that?)
- Multivariate goodness-of-fit tests based on Wasserstein distance
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