Goodness of fit tests via exponential series density estimation

DOI10.1016/j.csda.2006.08.021zbMath1161.62361OpenAlexW2028631492MaRDI QIDQ1019873

Patrick Marsh

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.08.021

zbMATH Keywords

goodness of fitexponential series density estimator

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10)

Related Items (3)

Minimizing oracle-structured composite functions ⋮ A two-sample nonparametric likelihood ratio test ⋮ Nonparametric series density estimation and testing

Cites Work

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• Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
• On the choice of a model to fit data from an exponential family
• Approximation of density functions by sequences of exponential families
• Estimating the dimension of a model
• Estimation of distributions using orthogonal expansions
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• The Kolmogorov-Smirnov, Cramer-von Mises Tests
• More on Estimation of Distributions Using Orthogonal Expansions
• An Information Theoretic Approach to Approximating a Probability Distribution
• Goodness of Fit via Non-parametric Likelihood Ratios
• An analysis of variance test for normality (complete samples)
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• A new look at the statistical model identification

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