Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)

DOI10.1007/BF02595852zbMath0997.62034OpenAlexW2074979815MaRDI QIDQ1580812

Carlos Matrán, Eustasio del Barrio, Juan Antonio Cuesta-Albertos

Publication date: 14 November 2002

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02595852

zbMATH Keywords

empirical processesquantile processesgoodness-of-fit testsWasserstein distanceKolmogorov-Smirnovcorrelation testsCramer von MisesShapiro-Wilk

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

Related Items (25)

A note on variable selection in nonparametric regression with dependent data ⋮ Goodness-of-fit tests for location and scale families based on a weighted \(L_ 2\)-Wasserstein distance measure. ⋮ Weighted correlation tests for scale families. ⋮ Limit laws of the empirical Wasserstein distance: Gaussian distributions ⋮ A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence ⋮ A nonparametric test for similarity of marginals -- with applications to the assessment of population bioequivalence ⋮ A bootstrap method for assessing the dimension of a general regression problem ⋮ Weighted correlation tests for location-scale families ⋮ Testing normality via a distributional fixed point property in the Stein characterization ⋮ Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression ⋮ A study of the quantile correlation test for normality ⋮ A new procedure for testing normality based on the \(L_2\) Wasserstein distance ⋮ Some generalizations of the Anderson--Darling statistic. ⋮ Assessing when a sample is mostly normal ⋮ Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances ⋮ Some new tests for normality based on U-processes ⋮ On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships ⋮ On minimum Kantorovich distance estimators ⋮ Empirical optimal transport on countable metric spaces: distributional limits and statistical applications ⋮ Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes ⋮ Simulation and Estimation of the Meixner Distribution ⋮ A new characterization of the Gamma distribution and associated goodness-of-fit tests ⋮ Multivariate goodness-of-fit tests based on Wasserstein distance ⋮ Goodness-of-fit tests for location–scale families based on random distance ⋮ Goodness-of-fit testing the error distribution in multivariate indirect regression

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