Weighted correlation tests for scale families.

DOI10.1007/BF02595737zbMath1039.62014OpenAlexW2069752693MaRDI QIDQ1872862

Sándor Csörgö

Publication date: 18 May 2003

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02595737

zbMATH Keywords

goodness of fitgeneral scale families

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items

Goodness-of-fit tests for location and scale families based on a weighted \(L_ 2\)-Wasserstein distance measure. ⋮ Weighted correlation tests for location-scale families ⋮ 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

Cites Work

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• Overweight tails are inefficient
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• Goodness-of-fit tests for location and scale families based on a weighted \(L_ 2\)-Wasserstein distance measure.
• The asymptotic distribution of the correlation coefficient in testing fit to the exponential distribution
• On the asymptotic efficiency of certain correlation tests of fit
• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
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