Model Selection Using Cramér–von Mises Distance

DOI10.1007/978-3-319-13881-7_5zbMath1349.62499OpenAlexW49697460MaRDI QIDQ2833356

Maik Döring, Uwe Jensen, Hong Chen

Publication date: 18 November 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13881-7_5

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Reliability and life testing (62N05)

Related Items

Test for model selection using Cramér-von Mises distance in a fixed design regression setting

Cites Work

• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Martingale Approach in the Theory of Goodness-of-Fit Tests
• Fast computation of the Riemann zeta-function \(\zeta (s)\) for integer values of the argument \(s\)
• Generalized Cramér-von Mises tests of goodness of fit for doubly censored data
• Higher-order multivariate Markov chains and their applications
• Weak convergence of the sample distribution function when parameters are estimated
• Goodness of fit tests with interval censored data
• Some Comments on C P
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