Weighted correlation tests for location-scale families

DOI10.1016/S0895-7177(03)90059-8zbMath1043.62038OpenAlexW2149685573MaRDI QIDQ596955

Sándor Csörgö

Publication date: 6 August 2004

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0895-7177(03)90059-8

zbMATH Keywords

Asymptotic distributionsGoodness of fit to location-scale familiesWeighted correlation tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items

Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances ⋮ Weighted similarity tests for location-scale families of stable distributions ⋮ Detection of non-Gaussianity

Cites Work

• Tests of goodness of fit based on the \(L_2\)-Wasserstein distance
• Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
• Goodness-of-fit tests for location and scale families based on a weighted \(L_ 2\)-Wasserstein distance measure.
• Weighted correlation tests for scale families.
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