Cramér–von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation
From MaRDI portal
Publication:5266560
DOI10.1080/10485252.2017.1285029zbMath1369.62084OpenAlexW2585086731MaRDI QIDQ5266560
Norbert Henze, Ludwig Baringhaus
Publication date: 16 June 2017
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2017.1285029
model validationequivalence testingconfidence interval for the Cramér-von Mises distanceneighbourhood-of-exponentiality testrepresentation of Cramér-von Mises distance
Related Items
Compounded inverse Weibull distributions: Properties, inference and applications ⋮ Testing normality via a distributional fixed point property in the Stein characterization ⋮ Cramér-von-Mises tests for the distribution of the excess over a confidence level ⋮ Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances ⋮ Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval ⋮ A new convexity-based inequality, characterization of probability distributions, and some free-of-distribution tests ⋮ Statistical inference for \(L^2\)-distances to uniformity ⋮ Robust multivariate nonparametric tests via projection averaging ⋮ A new characterization of the Gamma distribution and associated goodness-of-fit tests ⋮ Equivalence tests for multinomial data based on \(\phi\)-divergences
Cites Work
- Unnamed Item
- Unnamed Item
- On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships
- A nonparametric test for similarity of marginals -- with applications to the assessment of population bioequivalence
- A class of consistent tests for exponentiality based on the empirical Laplace transform
- Asymptotic results for goodness-of-fit statistics with unknown parameters
- Recent and classical tests for exponentiality: a partial review with comparisons
- Optimal testing of equivalence hypotheses
- A K-S Type Test for Exponentiality Based on Empirical Hankel Transforms
- On the asymptotic distribution of cramer-von mises one-sample test statistics under an alternative
- Approximation Theorems of Mathematical Statistics
- Testing Statistical Hypotheses of Equivalence and Noninferiority
- Nonparametric Validation of Similar Distributions and Assessment of Goodness of Fit
- Some Methodological Aspects of Validation of Models in Nonparametric Regression
- Consistency and Unbiasedness of Certain Nonparametric Tests
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- On Lehmann's Two-Sample Test
- A test for normality based on the empirical characteristic function