On an independence test approach to the goodness-of-fit problem
From MaRDI portal
Publication:495375
DOI10.1016/j.jmva.2015.05.013zbMath1327.62278OpenAlexW380894511MaRDI QIDQ495375
Ludwig Baringhaus, Daniel Gaigall
Publication date: 10 September 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.05.013
inverse Gaussian distributiongamma distributiongoodness-of-fit testparametric bootstrapindependence testU-processVapnik-Čhervonenkis class
Related Items
Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data ⋮ Exponentiality tests based on Basu characterization ⋮ A new characterization of the Gamma distribution and associated goodness-of-fit tests ⋮ Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Goodness-of-Fit Tests for the Gamma Distribution Based on the Empirical Laplace Transform
- An empirical likelihood ratio based goodness-of-fit test for inverse Gaussian distributions
- Limit theorems for \(U\)-processes
- A new weighted integral goodness-of-fit statistic for exponentiality
- Functional limit theorems for U-processes
- Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
- Empirical likelihood based hypothesis testing
- Characterizations of normal distributions and EDF goodness-of-fit tests
- Weak convergence and Glivenko-Cantelli results for empirical processes of U-statistic structure
- Goodness-of-fit tests for the inverse Gaussian distribution based on the empirical Laplace transform
- Weak convergence and empirical processes. With applications to statistics
- On a characterization of the gamma distribution: The independence of the sample mean and the sample coefficient of variation
- Bounds for the maximum likelihood estimates in two-parameter Gamma distribution
- Bootstrap based goodness-of-fit-tests
- A multivariate nonparametric test of independence
- On measures of association and a related problem
- Asymptotic efficiency of exponentiality tests based on order statistics characterization
- A class of goodness-of-fit tests based on a new characterization of the exponential distribution
- On khatri's characterization of the inverse-gaussian distribution
- A Characterization of the Inverse Gaussian Distribution
- Real Analysis and Probability
- A Characterization of the Gamma Distribution
