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Year of publication
Subject
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Brownian bridge approximations 1 Cramér-von Mises 1 Empirical and quantile processes 1 Goodness-of-fit 1 Hungarian construction 1 Kolmogorov-Smirnov 1 Long-range dependence 1 Primary 62F05 1 Sequential Bahadur-Kiefer process 1 Sequential Vervaat and Vervaat error processes 1 Sequential empirical and quantile processes 1 Shapiro-Wilk 1 Strong invariance principles 1 Wasserstein distance 1 correlation tests 1 empirical and quantile/processes 1 secondary 60F25 1 strong approximations 1
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Online availability
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Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Language
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Undetermined 2 English 1
Author
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Csorgo, Miklos 2 Barrio, Eustasio 1 Csörgö, Sándor 1 Cuadras, Carles 1 Cuesta-Albertos, Juan 1 Giné, Evarist 1 Lockhart, Richard 1 Matrán, Carlos 1 Munk, Axel 1 Stute, Winfried 1 Szyszkowicz, Barbara 1 Wang, Lihong 1 Wet, Tertius 1
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Institution
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Départment des sciences administratives, Université du Québec en Outaouais (UQO) 2
Published in...
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RePAd Working Paper Series 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
Source
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RePEc 3
Showing 1 - 3 of 3
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A Glimpse of the KMT (1975) Approximation of Empirical Processes by Brownian Bridges via Quantiles
Csorgo, Miklos - Départment des sciences administratives, Université … - 2006
We deduce a partial version of the KMT (1975) inequality for coupling the uniform empirical process with a sequence of Brownian bridges via the construction used by Cs¨org?o and R´ev´esz (CsR) (1978) for their similar coupling of the uniform quantile process with another sequence of Brownian...
Persistent link: https://www.econbiz.de/10005773147
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Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests
Barrio, Eustasio; Cuesta-Albertos, Juan; Matrán, Carlos; … - In: TEST: An Official Journal of the Spanish Society of … 9 (2000) 1, pp. 1-96
Persistent link: https://www.econbiz.de/10005613234
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Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
Csorgo, Miklos; Szyszkowicz, Barbara; Wang, Lihong - Départment des sciences administratives, Université … - 2000
In this paper we study strong approximations (invariance principles) of the sequential uniform and general Bahadur-Kiefer processes of long-range dependent sequences. We also investigate the strong and weak asymptotic behavior of the sequential Vervaat process, i.e., the integrated sequential...
Persistent link: https://www.econbiz.de/10005248632
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