Use of the Kolmogorov-Smirnov, Cramer-Von Mises and Related Statistics Without Extensive Tables
نویسنده
چکیده
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use.
منابع مشابه
Goodness-of-Fit Test The Distribution of the Kolmogorov–Smirnov, Cramer–vonMises, and Anderson–Darling Test Statistics for Exponential Populations with Estimated Parameters
This article presents a derivation of the distribution of the Kolmogorov–Smirnov, Cramer–von Mises, and Anderson–Darling test statistics in the case of exponential sampling when the parameters are unknown and estimated from sample data for small sample sizes via maximum likelihood.
متن کاملGoodness of fit Tests for Generalized Frechet Distribution
An important problem in statistics is to obtain information about the form of the population from which the sample is drawn. Goodness of fit test is employed to determine how well the observed sample data "fits" some proposed model. The standard goodness of fit statistics are inappropriate when the parameters of the hypothesized distribution are estimated from the data used for the test. In thi...
متن کاملPii: S0165-1765(01)00360-3
This paper introduces specification tests for conditional moment restrictions. The proposed tests are generalizations of the Kolmogorov–Smirnov and Cramer–von Mises tests and they are consistent against all ] Œ alternatives to the null hypothesis, powerful against 1 / n local alternatives and not dependent on any smoothing parameter. A nonparametric bootstrap procedure based on recentered crite...
متن کاملConsistent bootstrap tests of parametric regression functions
This paper introduces speci"cation tests of parametric mean-regression models. The null hypothesis of interest is that the parametric regression function is correctly speci"ed. The proposed tests are generalizations of the Kolmogorov}Smirnov and Cramer}von Mises tests to the regression framework. They are consistent against all alternatives to the null hypothesis, powerful against 1/Jn local al...
متن کاملTesting Identifying Assumptions in Nonseparable Panel Data Models
Recent work on nonparametric identification of average partial effects (APEs) from panel data require restrictions on individual or time heterogeneity. Identifying assumptions under the “generalized first-differencing” category, such as time homogeneity (Chernozhukov, Fernandez-Val, Hahn, and Newey, 2013), have testable equality restrictions on the distribution of the outcome variable. This pap...
متن کامل