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Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data


  • Axel Munk


  • Jean-Pierre Stockis


  • Janis Valeinis


  • Götz Giese



No abstract is available for this item.

Suggested Citation

  • Axel Munk & Jean-Pierre Stockis & Janis Valeinis & Götz Giese, 2011. "Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(5), pages 939-959, October.
  • Handle: RePEc:spr:aistmt:v:63:y:2011:i:5:p:939-959 DOI: 10.1007/s10463-009-0260-2

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    References listed on IDEAS

    1. Neumann, Michael H. & Paparoditis, Efstathios, 2000. "On bootstrapping L2-type statistics in density testing," Statistics & Probability Letters, Elsevier, vol. 50(2), pages 137-147, November.
    2. Alicja Janic-Wró, 2000. "Data Driven Rank Test for Two-Sample Problem," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(2), pages 281-297.
    3. Philippe Artzner & Freddy Delbaen & Jean-Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228.
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    Cited by:

    1. Denys Pommeret, 2016. "Comparing Two Mixing Densities in Nonparametric Mixture Models," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(1), pages 133-153, February.
    2. Leucht, Anne, 2012. "Characteristic function-based hypothesis tests under weak dependence," Journal of Multivariate Analysis, Elsevier, vol. 108(C), pages 67-89.
    3. Doukhan, P. & Pommeret, D. & Reboul, L., 2015. "Data driven smooth test of comparison for dependent sequences," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 147-165.
    4. Leucht, Anne & Neumann, Michael H., 2013. "Dependent wild bootstrap for degenerate U- and V-statistics," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 257-280.
    5. Kolassa, Stephan, 2016. "Evaluating predictive count data distributions in retail sales forecasting," International Journal of Forecasting, Elsevier, vol. 32(3), pages 788-803.


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