Cramer-von Mises statistics for discrete distributions with unknown parameters

被引：13

作者：

Lockhart, Richard A. ^{[1
]}

Spinelli, John J.

Stephens, Michael A.

机构：

[1] Simon Fraser Univ, Dept Stat & Actuarial Sci, Burnaby, BC V5A 1S6, Canada

[2] British Columbia Canc Res Ctr, Vancouver, BC V5Z 1L3, Canada

来源：

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 2007年 / 35卷 / 01期

关键词：

component; empirical distribution function; goodness-of-fit;

D O I：

10.1002/cjs.5550350111

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Choulakian, Lockhart & Stephens (1994) proposed Cramer-von Mises statistics for testing fit to a fully specified discrete distribution. The authors give slightly modified definitions for these statistics and determine their asymptotic behaviour in the case when unknown parameters in the distribution must be estimated from the sample data. They also present two examples of applications.

引用

页码：125 / 133

页数：9

共 50 条

[1] The exact and asymptotic distributions of Cramer-von Mises statistics
Csorgo, S
Faraway, JJ
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1996, 58 (01): : 221 - 234
[2] Tables of the Cramer-von Mises distributions
Scott, WF
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2000, 29 (01) : 227 - 235
[3] COMPONENTS OF CRAMER-VON MISES STATISTICS .1
DURBIN, J
KNOTT, M
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1972, 34 (02) : 290 - &
[4] TESTS OF SYMMETRY BASED ON CRAMER-VON MISES STATISTICS
HILL, DL
RAO, PV
BIOMETRIKA, 1977, 64 (03) : 489 - 494
[5] Orthogonal expansions for the generalized Cramer-von Mises statistics
López-Blázquez, F
Castaño-Martínez, A
METRIKA, 2004, 60 (03) : 211 - 221
[6] Heuristic approximation to Cramer-von Mises type statistics
Castano-Martinez, Antonia
Lopez-Blazquez, Fernando
METRIKA, 2006, 64 (02) : 131 - 138
[7] Cramer-von Mises and Anderson-Darling goodness of fit tests for extreme value distributions with unknown parameters
Laio, F
WATER RESOURCES RESEARCH, 2004, 40 (09) : W0930801 - W0930810
[8] Average projection type weighted Cramer-von Mises statistics for testing some distributions
Cui, HJ
SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY, 2002, 45 (05): : 562 - 577
[9] Cramer-von Mises regression
Ghoudi, K
McDonald, D
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2000, 28 (04): : 689 - 714
[10] Note on the Cramer-von Mises test with estimated parameters
Martynov, Gennadi
PUBLICATIONES MATHEMATICAE-DEBRECEN, 2010, 76 (3-4): : 341 - 346

← 1 2 3 4 5 →