Weighted correlation tests for scale families

Test

Volumn 11, Issue 1, 2002, Pages 219-248

  Csörgö, Sándor ^a  

^a UNIVERSITY OF SZEGED   (Hungary)

Author keywords

Asymptotic distributions; General scale families; Goodness of fit; Pareto and Weibull scale families; Weighted correlation tests; Weighted Wasserstein distances

Indexed keywords

EID: 0036618524     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02595737     Document Type: Article

References (15)

1. Asymptotic distribution of linear combinations of functions of order statistics with applications to estimation
2. Weighted empirical and quantile processes
3. Testing for Weibull scale families as a test case for wasserstein correlation tests [discussion of del Barrio, Cuesta-Albertos and Matrán]
4. Weighted correlation tests for gamma and lognormal families
5. Estimating the tail index
6. Discussion of del Barrio, Cuesta-Albertos and Matrán
7. 2 -Wasserstein distance measure
8. Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests
9. 2 -Wasserstein distance
10. The asymptotic distribution of the correlation coefficient in testing fit to the exponential distribution
11. Overweight tails are inefficient
12. The probability plot: Tests of fit based on the correlation coefficient
13. On the asymptotic efficiency of certain correlation tests of fit