Some test statistics based on the martingale term of the empirical distribution function

DOI10.1007/BF02482496zbMath0659.62055MaRDI QIDQ1112506

Sigeo Aki

Publication date: 1986

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Wiener processempirical distributiongoodness-of-fit statisticsNeyman's smooth testBahadur efficienciesCramér-von Mises type testsKolmogorov-Smirnov-type tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (11)

Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models ⋮ On Wieand's theorem ⋮ KMT‐type inequalities and goodness‐of‐fit tests ⋮ Testing for diagonal symmetry based on center-outward ranking ⋮ Estimation of parameters in the discrete distributions of order k ⋮ Asymptotic properties of some goodness-of-fit tests based on the \(L_ 1\)-norm ⋮ Central limit theorem for weighted martingales with applications ⋮ Large deviations and Bahadur efficiency of the Khmaladze-Aki statistics ⋮ Goodness-of-fit tests for a heavy tailed distribution ⋮ A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS ⋮ Distribution free goodness-of-fit tests for linear processes

Cites Work

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