Approximations of the empirical process when parameters are estimated

From MaRDI portal
Publication:1139333

DOI10.1214/aop/1176994939zbMath0433.62017OpenAlexW4231487892MaRDI QIDQ1139333

Sándor Csörgö, Miklós Csörgő, Pál Révész, Murray D. Burke

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994939



Related Items

On goodness-of-fit and the bootstrap, Change-of-variance problem for linear processes with long memory, New goodness-of-fit diagnostics for conditional discrete response models, The asymptotic maximin property of chi-squared type tests based on the empirical process, A random walk through Canadian contributions on empirical processes and their applications in probability and statistics, Approximation of the likelihood ratio statistics in the model of competing risks under random censoring from the right, Bootstrap based goodness of fit tests for the generalized poisson model, Empirical‐distribution‐function goodness‐of‐fit tests for discrete models, The weak approximation of the empirical characteristic function process when parameters are estimated, Some applications of the strong approximation of the integrated empirical copula processes, Empirical process of long-range dependent sequences when parameters are estimated, Kernel-transformed empirical processes, Goodness-of-fit-tests for composite hypotheses with censored samples, Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes, Multivariate empirical characteristic functions, Parametric bootstrap tests for continuous and discrete distributions, The random projection method in goodness of fit for functional data, Some asymptotic results for the integrated empirical process with applications to statistical tests, Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments), Empirical processes with estimated parameters under auxiliary information, Empirical process of the squared residuals of an ARCH sequence, Cramér-von Mises statistics based on the sample quantile function and estimated parameters