Asymptotic Results for Goodness-of-Fit Statistics with Unknown Parameters
Stephens, M. A.
Ann. Statist., Tome 4 (1976) no. 1, p. 357-369 / Harvested from Project Euclid
Percentage points are given for the asymptotic distributions of the goodness-of-fit statistics $W^2, U^2$ and $A^2$, for the cases where the distribution tested is (a) normal, with mean or variance, or both, unknown; (b) exponential, with scale parameter unknown. Some exact means and variances are also given. The distributions can be expressed as a sum of weighted chi-square variables; the weights are calculated, and the higher cumulants can then be found. The first four cumulants are used to approximate the distributions and give the percentage points.
Publié le : 1976-03-14
Classification:  Goodness-of-fit tests,  asymptotic distributions,  empirical distribution function,  order statistics,  62E20,  62F05,  62E15,  62G30
@article{1176343411,
     author = {Stephens, M. A.},
     title = {Asymptotic Results for Goodness-of-Fit Statistics with Unknown Parameters},
     journal = {Ann. Statist.},
     volume = {4},
     number = {1},
     year = {1976},
     pages = { 357-369},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343411}
}
Stephens, M. A. Asymptotic Results for Goodness-of-Fit Statistics with Unknown Parameters. Ann. Statist., Tome 4 (1976) no. 1, pp.  357-369. http://gdmltest.u-ga.fr/item/1176343411/