Pages that link to "Item:Q5345418"

The following pages link to K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests (Q5345418):

Displaying 50 items.

• Change-point detection in multinomial data using phi-divergence test statistics (Q391620) (← links)
• Comparison of multivariate distributions using quantile-quantile plots and related tests (Q396016) (← links)
• A test for parameter change in general causal time series using quasi-likelihood estimator (Q412603) (← links)
• Test of symmetry based on copula function (Q413392) (← links)
• Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data (Q435016) (← links)
• Detecting changes in functional linear models (Q444989) (← links)
• Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
• Partial sum process to check regression models with multiple correlated response: with an application for testing a change-point in profile data (Q618153) (← links)
• A general bootstrap algorithm for hypothesis testing (Q645631) (← links)
• Comparing \(k\)-independent and right censored samples based on the likelihood ratio (Q650686) (← links)
• The occupation time of Brownian motion in a ball (Q678087) (← links)
• \(k\)-sample test based on the common area of kernel density estimators (Q951064) (← links)
• Non-parametric \(k\)-sample tests: density functions vs distribution functions (Q961789) (← links)
• Weakly dependent functional data (Q973886) (← links)
• Detecting change-points in multidimensional stochastic processes (Q1010538) (← links)
• \(K\)-sample tests based on the likelihood ratio (Q1020130) (← links)
• Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
• Testing the stability of the functional autoregressive process (Q1049540) (← links)
• On a matching statistic (Q1062383) (← links)
• Large deviations and asymptotic efficiency of a statistic of integral type. II (Q1080590) (← links)
• Nonparametric tests of homogeneity of several samples (Q1114261) (← links)
• Probabilities for Cramer- von Mises-Smirnov test using grouped data (Q1131091) (← links)
• Separation and probability of correct classification among two or more distributions (Q1231728) (← links)
• On the multivariate two-sample problem using strong approximations of the EDF (Q1248304) (← links)
• On the asymptotic power of some k-sample statistics based on the multivariate empirical process (Q1259117) (← links)
• Testing for changes in multivariate dependent observations with an application to temperature changes (Q1283849) (← links)
• Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times (Q1356613) (← links)
• Searching for a common pooling pattern among several samples (Q1615077) (← links)
• Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
• Two bootstrap strategies for a \(k\)-problem up to location-scale with dependent samples (Q1667375) (← links)
• A residual-based multivariate constant correlation test (Q1669884) (← links)
• Verification of the hypotheses on the equality of densities of the distributions (Q1729466) (← links)
• A more powerful test identifying the change in mean of functional data (Q1753977) (← links)
• A tail adaptive approach for change point detection (Q1755109) (← links)
• Testing for parameter constancy in GARCH\((p,q)\) models (Q1767739) (← links)
• The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest (Q1807204) (← links)
• Bahadur asymptotic efficiency of \(\omega^ 2\)-type tests in the many- sample case (Q1836943) (← links)
• Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
• On the distribution of ranked heights of excursions of a Brownian bridge. (Q1872189) (← links)
• A note on the change-point problem for angular data (Q1916171) (← links)
• Maximal type test statistics based on conditional processes (Q1918455) (← links)
• Repeated measures analysis for functional data (Q1942902) (← links)
• Testing constancy in varying coefficient models (Q2024439) (← links)
• High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
• Testing the equality of a large number of populations (Q2125472) (← links)
• A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
• Empirical process of concomitants for partly categorial data and applications in statistics (Q2136997) (← links)
• Using space filling curves to compare two multivariate distributions with distribution-free tests (Q2161060) (← links)
• Testing marginal homogeneity of a continuous bivariate distribution with possibly incomplete paired data (Q2174524) (← links)
• High excursions of Bessel and related random processes (Q2186651) (← links)