A new approach to goodness-of-fit testing based on the integrated empirical process*

DOI10.1080/10485250008832815zbMath0945.62051OpenAlexW2126847045MaRDI QIDQ4485010

Norbert Henze, Yakov Yu. Nikitin

Publication date: 5 June 2000

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250008832815

zbMATH Keywords

empirical processBahadur efficiencylocal Bahadur optimalitygoodness-of-fit testingintegrated Brownian bridge

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Large deviations (60F10)

Related Items (22)

New two-sample tests based on the integrated empirical copula processes ⋮ Local efficiency of integrated goodness-of-fit tests under skew alternatives ⋮ A new omnibus test of fit based on a characterization of the uniform distribution ⋮ Probability and statistics. Part 6. Transl. from the Russian ⋮ Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives ⋮ Tests for symmetry based on the integrated empirical process ⋮ Bahadur efficiencies of the Epps-Pulley test for normality ⋮ \(K\)-sample problem using strong approximations of empirical copula processes ⋮ Multivariate extensions of the Anderson--Darling process. ⋮ A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator ⋮ Statistical inference for \(L^2\)-distances to uniformity ⋮ Bahadur exact slopes of some tests for spectral densities ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests ⋮ Two-Sample Tests Based on the Integrated Empirical Process ⋮ Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics ⋮ Normality Test Based on a Truncated Mean Characterization ⋮ Some asymptotic results for the integrated empirical process with applications to statistical tests ⋮ Inferential procedures based on the integrated empirical characteristic function ⋮ Exact small ball constants for some Gaussian processes under the \(L^2\)-norm ⋮ Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis ⋮ Tail behavior of anisotropic norms for Gaussian random fields

Cites Work

• Eine simultane Charakterisierung der geometrischen Verteilung und der logistischen Verteilung
• Hodges-Lehmann optimality of tests
• A condition under which the Pitman and Bahadur approaches to efficiency coincide
• A large deviation theorem for the \(q\)-sample likelihood ratio statistic
• Characterization of Distributions by Random Sums
• Asymptotic Efficiency of Nonparametric Tests
• Temps de sortie d’un intervalle borné pour l’intégrale du mouvement brownien
• On the First Passage of the Integrated Wiener Process
• Computing the distribution of quadratic forms in normal variables
• On the Probability of Large Deviations of Families of Sample Means
• Exact Bahadur Efficiencies for the Kolmogorov-Smirnov and Kuiper One- and Two-Sample Statistics
• Rates of Convergence of Estimates and Test Statistics
• [https://portal.mardi4nfdi.de/wiki/Publication:5691199 Sur la distribution de certaines fonctionnelles de l'int�grale du mouvement Brownien avec d�rives parabolique et cubique]
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A new approach to goodness-of-fit testing based on the integrated empirical process^*