Implementation of a goodness-of-fit test through Khmaladze martingale transformation

DOI10.1007/S00180-020-00971-7zbMath1505.62226OpenAlexW3009945653MaRDI QIDQ133700

Jiwoong Kim, Jiwoong Kim

Publication date: 7 March 2020

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-020-00971-7

zbMATH Keywords

location-scale familynormality testasymptotically-distribution-freeintegration-in-advance strategy

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10)

Related Items (2)

Real-time prequential goodness-of-fit testing of life distributions in renewal processes ⋮ GofKmt

Cites Work

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• Values of Mills' Ratio of Area to Bounding Ordinate and of the Normal Probability Integral for Large Values of the Argument
• An Inequality for Mill's Ratio
• Simulation‐based finite sample normality tests in linear regressions

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