Random Weighting Empirical Distribution Function and its Applications to Goodness-of-Fit Testing
From MaRDI portal
Publication:5265801
DOI10.1080/03610918.2013.835408zbMath1328.62266OpenAlexW2014833067MaRDI QIDQ5265801
Kai Xu, Xingzhong Xu, Dao-Jiang He
Publication date: 29 July 2015
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2013.835408
Related Items (1)
Cites Work
- The \(\delta\)-corrected Kolmogorov-Smirnov test for goodness of fit
- A large sample study of the Bayesian bootstrap
- Negative association of random variables, with applications
- Approximation by random weighting method for M-test in linear models
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- The Supremum and Infimum of the Poisson Process
- The Δ-corrected kolmogorov-smirnov test with estimated parameters
- Generalizations of the delta-Corrected Kolmogorov-Smirnov Goodness-of-Fit Test
- Some Concepts of Dependence
- Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
This page was built for publication: Random Weighting Empirical Distribution Function and its Applications to Goodness-of-Fit Testing