Asymptotic properties of Cramer-Smirnov statistics. A new approach
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Publication:584854
DOI10.1016/0047-259X(83)90039-8zbMath0524.62023OpenAlexW2082245534MaRDI QIDQ584854
Publication date: 1983
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(83)90039-8
perturbation theoryGaussian processFourier coefficientsgoodness-of-fit statisticsnormal distributionseigenvalues of covariance functionmodified Cramer-Smirnov statisticsnew approachnoncentral chi square
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Cites Work
- Asymptotic results for goodness-of-fit statistics with unknown parameters
- Characteristic functions and Bernoulli numbers
- Weak convergence of the sample distribution function when parameters are estimated
- Goodness-of-fit tests on a circle
- Fredholm Determinant of a Positive Definite Kernel of a Special Type and Its Application
- An Explicit Representation of a Stationary Gaussian Process
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- The Cramer-Smirnov Test in the Parametric Case
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