New Goodness of Fit Tests Based on Stochastic EDF

DOI10.1080/03610920902846554zbMath1284.62287OpenAlexW1991517665MaRDI QIDQ3566555

Jianxin Zhao, Xiaobo Ding, Xingzhong Xu

Publication date: 8 June 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920902846554

zbMATH Keywords

goodness of fitKolmogorov-Smirnov testAnderson-Darling testCramér-von Mises testBerk-Jones testEinmahl-Mckeague teststochastic empirical distribution function

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Nonparametric statistical resampling methods (62G09)

Related Items (1)

Power maps in goodness-of-fit testing

Cites Work

• A Bayesian bootstrap for a finite population
• New goodness-of-fit tests based on fiducial empirical distribution function
• On a second-order asymptotic property of the Bayesian bootstrap mean
• Bayesian bootstrap credible sets for multidimensional mean functional
• Empirical likelihood based hypothesis testing
• A large sample study of the Bayesian bootstrap
• Exact multivariate Bayesian bootstrap distributions of moments
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• The Supremum and Infimum of the Poisson Process
• Powerful Modified-EDF Goodness-of-Fit Tests
• Goodness-of-fit test statistics that dominate the Kolmogorov statistics
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function

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