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Goodnes-of-fit tests for location and scale families based on a weighted L 2 -Wasserstein distance measure

T. Wet ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2002, vol. 11, issue 1, 89-107

Keywords: goodness-of-fit; Wasserstein distance; location family; scale family; quantile process; Brownian bridge; minimum distance estimation; limiting distributions; asymptotic efficiency; Karhunen-Loève expansion; sum of weighted chisquares; loss of degrees of freedom; Primary 62F05; 62E20; secondary 60G15; secondary 60G15 (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/BF02595731

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