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The effect of dependence on chi squared tests of fit

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Publication:1837496
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DOI10.1214/aos/1176345981zbMath0507.62045OpenAlexW2041978408MaRDI QIDQ1837496

David S. Moore

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1214/aos/1176345981

zbMATH Keywords

goodness of fitGaussian stationary processeseffect of dependencePearson chi squared test


Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)


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Computer experiments for the analysis of extreme-value phenomena, Goodness-of-fit tests for dependent data, Discrete convolution statistic for hypothesis testing, Goodness-of-fit testing of a count time series' marginal distribution, Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data, Local power properties of kernel based goodness of fit tests, Unnamed Item



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