Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests
Eustasio Barrio,
Juan Cuesta-Albertos,
Carlos Matrán,
Sándor Csörgö,
Carles Cuadras,
Tertius Wet,
Evarist Giné,
Richard Lockhart,
Axel Munk and
Winfried Stute
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2000, vol. 9, issue 1, 96 pages
Keywords: Goodness-of-fit; correlation tests; Cramér-von Mises; empirical and quantile/processes; Kolmogorov-Smirnov; Shapiro-Wilk; strong approximations; Wasserstein distance; Primary 62F05; 62E20; secondary 60F25 (search for similar items in EconPapers)
Date: 2000
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (14)
Downloads: (external link)
http://hdl.handle.net/10.1007/BF02595852 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:testjl:v:9:y:2000:i:1:p:1-96
Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/11749/PS2
DOI: 10.1007/BF02595852
Access Statistics for this article
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research is currently edited by Alfonso Gordaliza and Ana F. Militino
More articles in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research from Springer, Sociedad de Estadística e Investigación Operativa
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().