Asymptotic properties of some goodness-of-fit tests based on the \(L_ 1\)-norm
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Publication:910121
DOI10.1007/BF00057739zbMath0695.62021MaRDI QIDQ910121
Publication date: 1989
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
symmetryGaussian processmartingalegoodness-of-fit testsdensity functionempirical processasymptotic tail probabilitystandard Wiener process\(L_ 1\)-normapproximate Bahadur efficiencytable of some percentage points
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07) Markov processes: hypothesis testing (62M02)
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