Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications

DOI10.1016/j.csda.2008.05.016zbMath1464.62065OpenAlexW2012537933MaRDI QIDQ962298

David T. Jacho-Chávez, Juan Carlos Escanciano

Publication date: 6 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.2008.05.016

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Functional data analysis (62R10)

Related Items (5)

Testing for serial independence of panel errors ⋮ k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA ⋮ A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions ⋮ An approximation to the null distribution of a class of Cramér-von Mises statistics ⋮ Editorial: Second special issue on statistical algorithms and software

Uses Software

• AS 155

Cites Work

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