The effect of dependence on chi-squared and empiric distribution tests of fit
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Publication:800065
DOI10.1214/AOS/1176346324zbMATH Open0549.62032OpenAlexW1593504302MaRDI QIDQ800065FDOQ800065
Authors: David S. Moore, Leon Jay Gleser 
Publication date: 1983
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346324
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chi-squareKolmogorov-Smirnovtests of fitempiric distribution testsiid caselimiting levelobservation on a stationary stochastic processPearsonpositive dependence conditionCramér-von Mises tests
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- Local power properties of kernel based goodness of fit tests
- Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
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- Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions
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- Inference about stationary distributions of Markov chains based on divergences with observed frequencies.
- Mathematical modeling of empirical laws in computer applications: A case study
- Positive dependence in Markov chains
- The rescaled Pólya urn: local reinforcement and chi-squared goodness-of-fit test
- Goodness-of-fit tests for dependent data
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