Goodness-of-fit tests for location and scale families based on a weighted \(L_ 2\)-Wasserstein distance measure.
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Publication:1872855
DOI10.1007/BF02595731zbMath1037.62007MaRDI QIDQ1872855
Publication date: 18 May 2003
Published in: Test (Search for Journal in Brave)
minimum distance estimationBrownian bridgeasymptotic efficiencylimiting distributionslocation familyscale familyquantile processKarhunen-Loève expansionloss of degrees of freedomsum of weighted chi-squares
Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)
Related Items (8)
Weighted correlation tests for scale families. ⋮ Weighted correlation tests for location-scale families ⋮ Displacement Interpolation Using Monotone Rearrangement ⋮ Sample size determination of a nonparametric test based on weighted \(L_2\)-Wasserstein distance ⋮ Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances ⋮ On minimum Kantorovich distance estimators ⋮ Weighted similarity tests for location-scale families of stable distributions ⋮ Detection of non-Gaussianity
Cites Work
- On efficiency and optimality of quadratic tests
- Cramer-von Mises tests for independence
- Large sample theory for U-statistics and tests of fit
- Tests of goodness of fit based on the \(L_2\)-Wasserstein distance
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
- Weighted correlation tests for scale families.
- Asymptotic distributions for quadratic forms with applications to tests of fit
- Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
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