On entropy goodness-of-fit test based on integrated distribution function
From MaRDI portal
Publication:4960695
DOI10.1080/00949655.2018.1467911OpenAlexW2799328626MaRDI QIDQ4960695
Sangyeol Lee, Siyun Park, Byungsoo Kim
Publication date: 23 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2018.1467911
bootstrap methodgoodness-of-fit testintegrated distribution functionintegrated empirical processentropy test
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Martingale Approach in the Theory of Goodness-of-Fit Tests
- On entropy-based goodness-of-fit tests
- Limit theorems for nonparametric sample entropy estimators
- A maximum entropy type test of fit
- Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation
- Maximum entropy test for GARCH models
- A maximum entropy type test of fit: composite hypothesis case
- Weak convergence of the sample distribution function when parameters are estimated
- ENTROPY-BASED GOODNESS OF FIT TEST FOR A COMPOSITE HYPOTHESIS
- Testing Goodness-of-Fit for Exponential Distribution Based on Cumulative Residual Entropy
- Information Theory and Statistical Mechanics
- Cumulative Residual Entropy: A New Measure of Information
- Entropy-Based Tests of Uniformity
- Goodness-of-fit tests based on Kullback-Leibler discrimination information
- MONTE CARLO COMPARISON OF FOUR NORMALITY TESTS USING DIFFERENT ENTROPY ESTIMATES
- On entropy-based goodness-of-fit test for asymmetric Student-t and exponential power distributions
- Testing goodness-of-fit for Laplace distribution based on maximum entropy
- Goodness-of-fit tests for the exponential and the normal distribution based on the integrated distribution function
This page was built for publication: On entropy goodness-of-fit test based on integrated distribution function
