Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity

DOI10.1016/j.jspi.2008.03.037zbMath1149.62010MaRDI QIDQ958761

B. E. Eshmatov

Publication date: 8 December 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.037

zbMATH Keywords

minimum distance estimation; empirical characteristic function; goodness-of-fit test

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G10: Nonparametric hypothesis testing

62F10: Point estimation

65C05: Monte Carlo methods

Related Items

A Class of Goodness-of-fit Tests Based on Transformation, On the existence of transformations preserving the structure of order statistics in lower dimensions

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