Maximal type test statistics based on conditional processes

DOI10.1016/0378-3758(96)00135-8zbMath0848.62025OpenAlexW2143069259MaRDI QIDQ1918455

Jan Beirlant, John H. J. Einmahl

Publication date: 18 July 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://research.tue.nl/nl/publications/maximal-type-test-statistics-based-on-conditional-processes(507243e5-1338-4f8a-8c9e-30feee5c4b7e).html

zbMATH Keywords

conditional quantiledispersionempirical processesnonparametric regressionlocationextreme-value theoryconditional distributionmultiple regressionhomoscedasticityasymptotic Gumbel distributionsconditional shortest \(t\)-fractiontesting of independence

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10)

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