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Kolmogorov-smirnov tests when parameters are estimated

  • J. Durbin
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 566)

Keywords

Covariance Function Sample Path Simple Hypothesis Reflection Method Random Boundary 
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References

  1. Durbin, J. (1961). Some methods of constructing exact tests. Biometrika, 48, 41–55.MathSciNetCrossRefzbMATHGoogle Scholar
  2. Durbin, J. (1973a). Weak convergence of the sample distribution function when parameters are estimated. Ann. Statist., 1, 279–290.MathSciNetCrossRefzbMATHGoogle Scholar
  3. Durbin, J. (1973b). Distribution Theory for Tests based on the Sample Distribution Function. Philadelphia: Society of Industrial and Applied Mathematics.CrossRefzbMATHGoogle Scholar
  4. Durbin, J. (1975a). Tests of model specification based on residuals. A Survey of Statistical Design and Linear Models ed. J. N. Srivastava. Rotterdam: North Holland.Google Scholar
  5. Durbin, J. (1965b). Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings. Biometrika, 62, 5–22.MathSciNetCrossRefzbMATHGoogle Scholar
  6. Lilliefors, H.W. (1967). On the Kolmogorov-Smirnov test for normality with mean and variance unknown. J.Am.Statist.Assoc., 62, 399–402.CrossRefGoogle Scholar
  7. Lilliefors, H.W. (1969). On the Kolmogorov-Smirnov test for the exponential distribution with mean unknown. J.Am.Statist.Assoc., 64, 387–389.CrossRefGoogle Scholar
  8. Pearson, E.S. and Hartley, H.O. (1972). Biometrika Tables for Statisticians, Vol. 2. Cambridge University Press.Google Scholar
  9. Rao, K.C. (1972). The Kolmogoroff, Cramér-von Mises, Chisquare statistics for goodness-of-fit tests in the parametric case. (Abstract). Bull.Inst.Math.Statist., 1, 87.Google Scholar

Copyright information

© Springer-Verlag 1976

Authors and Affiliations

  • J. Durbin
    • 1
  1. 1.London School of Economics and Political ScienceUK

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