Pages that link to "Item:Q4289703"
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The following pages link to Statistical tests based on empirical processes and related questions (Q4289703):
Displaying 10 items.
- Multivariable goodness tests and approximation of the residues of quadratic forms (Q612117) (← links)
- On Cramér-von Mises type test based on local time of switching diffusion process (Q622427) (← links)
- On the goodness-of-fit testing for a switching diffusion process (Q639631) (← links)
- A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
- Goodness-of-fit test for switching diffusion (Q2430994) (← links)
- On goodness-of-fit testing for ergodic diffusion process with shift parameter (Q2450912) (← links)
- Randomized goodness of fit tests (Q2892527) (← links)
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions (Q4337163) (← links)
- The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples (Q5084780) (← links)
- Goodness of Fit Test and Latent Distribution Estimation in the Mixed Rasch Model (Q5484675) (← links)