Lee, Sangyeol - In: Computational Statistics & Data Analysis 69 (2014) C, pp. 92-100
process gof test constructed based on the Khmaladze transformation method is considered to remove the parameter estimation …) is adopted. It is shown that under regularity conditions, the transformed empirical process weakly converges to a … considered. As with the empirical process gof test, Vasicek’s entropy test is also considered and a properly modified version …