Pages that link to "Item:Q2716937"
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The following pages link to Goodness-of-fit tests based on quadratic functionals of transformed empirical processes (Q2716937):
Displaying 7 items.
- Empirical Hankel transforms and its applications to goodness-of-fit tests (Q968497) (← links)
- Goodness-of-fit tests for continuous regression (Q1023983) (← links)
- Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions (Q1383087) (← links)
- Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (Q1930624) (← links)
- Goodness-of-fit tests for stationary Gaussian processes with tapered data (Q2040612) (← links)
- Quadratic nuisance-parameter-free goodness-of-fit tests in the presence of location and scale parameters (Q3703121) (← links)
- χ<sup>2</sup>-Type Goodness of Fit Test Based on Transformed Empirical Processes for Location and Scale Families (Q4420253) (← links)
