Randomized goodness of fit tests

MaRDI QIDQ2892527zbMATH OpenFDO

Authors Friedrich Liese, Bing Liu

Publication date 18 June 2012

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/196524, http://www.kybernetika.cz/content/2011/6/814

zbMATH Keywords

Cramér-von Mises testgoodness-of-fit tests with estimated parametersKolmogorov-Smirnov testrandomization

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30)

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Cites work

• Asymptotic relative efficiency of tests at the boundary of regular statistical models
• Asymptotic Statistics
• Bootstrap based goodness-of-fit-tests
• Convergence of stochastic processes
• Empirical processes with estimated parameters under auxiliary information
• Goodness of fit for the extreme value distribution
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• scientific article; zbMATH DE number 3711116 (Why is no real title available?)
• scientific article; zbMATH DE number 3483358 (Why is no real title available?)
• scientific article; zbMATH DE number 845711 (Why is no real title available?)
• scientific article; zbMATH DE number 3421754 (Why is no real title available?)
• Mersenne twister
• On distribution-free goodness-of-fit testing of exponentiality
• Statistical decision theory. Estimation, testing, and selection.
• Weak convergence and empirical processes. With applications to statistics
• Weak convergence of the sample distribution function when parameters are estimated

Cited in

(8)

• Generous statistical tests
• scientific article; zbMATH DE number 4058652 (Why is no real title available?)
• A goodness-of-fit test using Moran's statistic with estimated parameters
• A comparison of alternative approaches to supremum-norm goodness-of-fit tests with estimated parameters
• Goodness-of-fit tests for random sequences incorporating several components
• Random weighting empirical distribution function and its applications to goodness-of-fit testing
• Goodness-of-fit tests for system components with random redundancy levels
• New goodness-of-fit tests based on fiducial empirical distribution function

Describes a project that uses

Uses Software

• MersenneTwister

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