scientific article
From MaRDI portal
Publication:2735705
zbMath0978.62038MaRDI QIDQ2735705
Publication date: 4 September 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
goodness-of-fit testsLaguerre polynomialsinnovation martingalesparametric hypothesesstep-by-step innovation
Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Martingales with continuous parameter (60G44)
Related Items (6)
Martingale transforms goodness-of-fit tests in regression models. ⋮ Implementation of a goodness-of-fit test through Khmaladze martingale transformation ⋮ Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing ⋮ Goodness-of-fit problem for errors in nonparametric regression: distribution free approach ⋮ Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation ⋮ Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models
This page was built for publication:
