Tests Based on Linear Combinations of the Orthogonal Components of the Cramer-von Mises Statistic When Parameters are Estimated
Schoenfeld, David
Ann. Statist., Tome 8 (1980) no. 1, p. 1017-1022 / Harvested from Project Euclid
In a previous work, the author showed how linear combinations of the orthogonal components of the Cramer-von Mises statistic could be used to test fit to a fully specified distribution function. In this paper, the results are extended to the case where $r$ parameters are estimated from the data. It is shown that if the coefficient vector of the linear combination is orthogonal to a specified $r$ dimensional subspace, then the asymptotic distribution of that combination is the same whether the parameters are estimated or known exactly.
Publié le : 1980-09-14
Classification:  Orthogonal components,  Cramer-von Mises statistic,  tests of composite hypothesis,  62G10,  62G20
@article{1176345139,
     author = {Schoenfeld, David},
     title = {Tests Based on Linear Combinations of the Orthogonal Components of the Cramer-von Mises Statistic When Parameters are Estimated},
     journal = {Ann. Statist.},
     volume = {8},
     number = {1},
     year = {1980},
     pages = { 1017-1022},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345139}
}
Schoenfeld, David. Tests Based on Linear Combinations of the Orthogonal Components of the Cramer-von Mises Statistic When Parameters are Estimated. Ann. Statist., Tome 8 (1980) no. 1, pp.  1017-1022. http://gdmltest.u-ga.fr/item/1176345139/