Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions
From MaRDI portal
Publication:961865
Recommendations
- Goodness-of-Fit Tests for Multivariate Distributions
- Corrigendum to: ``Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions
- An empirical goodness-of-fit test for multivariate distributions
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
- Generalized Cramér-von Mises tests of goodness of fit for doubly censored data
- scientific article; zbMATH DE number 4163937
Cites work
- A generalized discrepancy and quadrature error bound
- A goodness of fit test for multivariate normality
- A multivariate Kolmogorov-Smirnov test of goodness of fit
- A Test of Goodness of Fit
- An Appraisal and Bibliography of Tests for Multivariate Normality
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Conditional probability integral transformations and goodness-of-fit tests for multivariate normal distributions
- Goodness-of-fit statistics for discrete multivariate data
- Goodness-of-fit statistics, discrepancies and robust designs
- Goodness-of-fit tests on a circle
- Goodness-of-fit tests via phi-divergences
- scientific article; zbMATH DE number 3728384 (Why is no real title available?)
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 3532350 (Why is no real title available?)
- scientific article; zbMATH DE number 1246220 (Why is no real title available?)
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
- scientific article; zbMATH DE number 890348 (Why is no real title available?)
- scientific article; zbMATH DE number 1390096 (Why is no real title available?)
- scientific article; zbMATH DE number 3298430 (Why is no real title available?)
- scientific article; zbMATH DE number 3393648 (Why is no real title available?)
- On the asymptotic distribution of Watson's statistic
- Remarks on a Multivariate Transformation
- Testing multivariate normality using several samples: applications techniques
- Testing multivariate uniformity and its applications
Cited in
(44)- On estimated projection pursuit-type Crámer-von Mises statistics
- A multivariate Kolmogorov-Smirnov test of goodness of fit
- Concentration and goodness-of-fit in higher dimensions: (Asymptotically) distribution-free methods
- Generating beta random numbers and Dirichlet random vectors in R: the package rBeta2009
- Ball divergence: nonparametric two sample test
- A class of uniform tests for goodness-of-fit of the multivariate \(L_p\)-norm spherical distributions and the \(l_p\)-norm symmetric distributions
- Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
- Kolmogorov-type multisample goodness-of-fit tests based on conditional Poisson plans of random walks
- Informative goodness-of-fit for multivariate distributions
- Closed-form and bias-corrected estimators for the bivariate gamma distribution
- Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
- A rank-based Cramér-von-Mises-type test for two samples
- Test for the first-order stationarity for spatial point processes in arbitrary regions
- A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
- Stationarity tests for spatial point processes using discrepancies
- A multi-dimensional correlation test based on the probability integral translation and likelihood ratio
- Assessing goodness-of-fit in marked point process models of neural population coding via time and rate rescaling
- cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models
- Goodness-of-Fit Tests for Multivariate Distributions
- Testing for a class of bivariate exponential distributions
- scientific article; zbMATH DE number 4163937 (Why is no real title available?)
- Tables for a new multivariate goodness-of-fit test
- A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions
- scientific article; zbMATH DE number 1112444 (Why is no real title available?)
- scientific article; zbMATH DE number 913256 (Why is no real title available?)
- A new class of multivariate goodness of fit tests for multivariate normal mixtures
- Some multivariate goodness-of-fit tests based on data depth
- An empirical goodness-of-fit test for multivariate distributions
- The L_q-norm learning for ultrahigh-dimensional survival data: an integrative framework
- A new goodness of fit test for multivariate normality
- A class of goodness-of-fit tests based on transformation
- Goodness-of-fit tests for multivariate Laplace distributions
- New closed-form efficient estimators for a bivariate Weibull distribution
- New closed‐form efficient estimator for multivariate gamma distribution
- Nonparametric goodness-of-fit testing for a continuous multivariate parametric model
- Multivariable goodness tests and approximation of the residues of quadratic forms
- Topology-driven goodness-of-fit tests in arbitrary dimensions
- An asymptotically efficient closed-form estimator for the Dirichlet distribution
- New efficient estimators for the Weibull distribution
- Kullback-Leibler divergence based multidimensional robust universal hypothesis testing
- ATM: an aggregation test of moments approach for assessing high-dimensional normality
- A comprehensive estimator for the Fréchet distribution: asymptotical efficiency, and practical applications to health studies
- New and fast closed-form efficient estimators for the negative multinomial distribution
- An affine invariant multiple test procedure for assessing multivariate normality
This page was built for publication: Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q961865)
