Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions

DOI10.1016/J.CSDA.2009.04.004zbMATH Open1453.62070OpenAlexW2014833599MaRDI QIDQ961865FDOQ961865

Authors: B. E. Eshmatov 

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.04.004

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Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• Remarks on a Multivariate Transformation
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• An Appraisal and Bibliography of Tests for Multivariate Normality
• Goodness-of-fit tests on a circle
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• Testing multivariate uniformity and its applications
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• Testing multivariate normality using several samples: applications techniques
• Conditional probability integral transformations and goodness-of-fit tests for multivariate normal distributions
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• A goodness of fit test for multivariate normality

Cited In (37)

• An affine invariant multiple test procedure for assessing multivariate normality
• New efficient estimators for the Weibull distribution
• Title not available (Why is that?)
• A new goodness of fit test for multivariate normality
• Testing for a class of bivariate exponential distributions
• Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
• A class of goodness-of-fit tests based on transformation
• cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models
• A class of uniform tests for goodness-of-fit of the multivariate \(L_p\)-norm spherical distributions and the \(l_p\)-norm symmetric distributions
• Test for the first-order stationarity for spatial point processes in arbitrary regions
• A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions
• The \(L_q\)-norm learning for ultrahigh-dimensional survival data: an integrative framework
• New closed-form efficient estimators for a bivariate Weibull distribution
• A rank-based Cramér-von-Mises-type test for two samples
• Assessing goodness-of-fit in marked point process models of neural population coding via time and rate rescaling
• New closed‐form efficient estimator for multivariate gamma distribution
• Closed-form and bias-corrected estimators for the bivariate gamma distribution
• Multivariable goodness tests and approximation of the residues of quadratic forms
• Topology-driven goodness-of-fit tests in arbitrary dimensions
• Tables for a new multivariate goodness-of-fit test
• Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
• Title not available (Why is that?)
• Stationarity tests for spatial point processes using discrepancies
• Kolmogorov-type multisample goodness-of-fit tests based on conditional Poisson plans of random walks
• Nonparametric goodness-of-fit testing for a continuous multivariate parametric model
• A multi-dimensional correlation test based on the probability integral translation and likelihood ratio
• Kullback-Leibler divergence based multidimensional robust universal hypothesis testing
• A new class of multivariate goodness of fit tests for multivariate normal mixtures
• Informative goodness-of-fit for multivariate distributions
• Goodness-of-Fit Tests for Multivariate Distributions
• An empirical goodness-of-fit test for multivariate distributions
• Title not available (Why is that?)
• Generating beta random numbers and Dirichlet random vectors in R: the package rBeta2009
• Goodness-of-fit tests for multivariate Laplace distributions
• An asymptotically efficient closed-form estimator for the Dirichlet distribution
• Some multivariate goodness-of-fit tests based on data depth
• Ball divergence: nonparametric two sample test

Uses Software

• bootlib

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