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Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests

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  • Eustasio Barrio
  • Juan Cuesta-Albertos
  • Carlos Matrán
  • Sándor Csörgö
  • Carles Cuadras
  • Tertius Wet
  • Evarist Giné
  • Richard Lockhart
  • Axel Munk
  • Winfried Stute

Abstract

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  • Eustasio Barrio & Juan Cuesta-Albertos & Carlos Matrán & Sándor Csörgö & Carles Cuadras & Tertius Wet & Evarist Giné & Richard Lockhart & Axel Munk & Winfried Stute, 2000. "Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 9(1), pages 1-96, June.
    • Handle: RePEc:spr:testjl:v:9:y:2000:i:1:p:1-96
    DOI: 10.1007/BF02595852
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    References listed on IDEAS

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    1. Csörgo, Miklós & Horváth, Lajos & Shao, Qi-Man, 1993. "Convergence of integrals of uniform empirical and quantile processes," Stochastic Processes and their Applications, Elsevier, vol. 45(2), pages 283-294, April.
    2. D. Pollard, 1980. "The minimum distance method of testing," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 27(1), pages 43-70, December.
    3. Cuadras, C. M. & Fortiana, J., 1995. "A Continuous Metric Scaling Solution for a Random Variable," Journal of Multivariate Analysis, Elsevier, vol. 52(1), pages 1-14, January.
    4. L. Wade, 1988. "Review," Public Choice, Springer, vol. 58(1), pages 99-100, July.
    5. Axel Munk & Claudia Czado, 1998. "Nonparametric validation of similar distributions and assessment of goodness of fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(1), pages 223-241.
    6. Sándor Csörgő, 1989. "Consistency of some tests for multivariate normality," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 36(1), pages 107-116, December.
    7. Unknown, 1986. "Letters," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 1(4), pages 1-9.
    8. Baringhaus, L. & Henze, N., 1992. "A goodness of fit test for the Poisson distribution based on the empirical generating function," Statistics & Probability Letters, Elsevier, vol. 13(4), pages 269-274, March.
    9. Winfried Stute & Wenceslao Manteiga & Manuel Quindimil, 1993. "Bootstrap based goodness-of-fit-tests," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 40(1), pages 243-256, December.
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    Cited by:

    1. González-Manteiga, Wenceslao & Quintela-del-Río, Alejandro & Vieu, Philippe, 2002. "A note on variable selection in nonparametric regression with dependent data," Statistics & Probability Letters, Elsevier, vol. 57(3), pages 259-268, April.
    2. Alvarez-Esteban, Pedro C. & del Barrio, Eustasio & Cuesta-Albertos, Juan A. & Matrán, Carlos, 2010. "Assessing when a sample is mostly normal," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 2914-2925, December.
    3. Steffen Betsch & Bruno Ebner, 2019. "A new characterization of the Gamma distribution and associated goodness-of-fit tests," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(7), pages 779-806, October.
    4. Bassetti, Federico & Bodini, Antonella & Regazzini, Eugenio, 2006. "On minimum Kantorovich distance estimators," Statistics & Probability Letters, Elsevier, vol. 76(12), pages 1298-1302, July.
    5. Barrios, M. Pilar & Velilla, Santiago, 2007. "A bootstrap method for assessing the dimension of a general regression problem," Statistics & Probability Letters, Elsevier, vol. 77(3), pages 247-255, February.
    6. Alejandra Cabaña & Adolfo Quiroz, 2005. "Using the empirical moment generating function in testing for the Weibull and the type I extreme value distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(2), pages 417-431, December.
    7. Freitag, Gudrun & Munk, Axel, 2005. "On Hadamard differentiability in k-sample semiparametric models--with applications to the assessment of structural relationships," Journal of Multivariate Analysis, Elsevier, vol. 94(1), pages 123-158, May.
    8. Steffen Betsch & Bruno Ebner, 2020. "Testing normality via a distributional fixed point property in the Stein characterization," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 105-138, March.
    9. Philip Dörr & Bruno Ebner & Norbert Henze, 2021. "Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 456-501, June.
    10. Rippl, Thomas & Munk, Axel & Sturm, Anja, 2016. "Limit laws of the empirical Wasserstein distance: Gaussian distributions," Journal of Multivariate Analysis, Elsevier, vol. 151(C), pages 90-109.
    11. Sándor Csörgö, 2002. "Weighted correlation tests for scale families," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 11(1), pages 219-248, June.
    12. J. A. Cuesta-Albertos & C. Matrán & J. Rodríguez-Rodríguez, 2003. "Approximation to Probabilities Through Uniform Laws on Convex Sets," Journal of Theoretical Probability, Springer, vol. 16(2), pages 363-376, April.
    13. Thas, O. & Ottoy, J. P., 2003. "Some generalizations of the Anderson-Darling statistic," Statistics & Probability Letters, Elsevier, vol. 64(3), pages 255-261, September.
    14. Boistard Hélène, 2007. "Large deviations for L-statistics," Statistics & Risk Modeling, De Gruyter, vol. 25(2), pages 89-125, April.

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