Skip to main content

Kolmogorov-smirnov tests when parameters are estimated

Part of the Lecture Notes in Mathematics book series (LNM,volume 566)

Keywords

  • Covariance Function
  • Sample Path
  • Simple Hypothesis
  • Reflection Method
  • Random Boundary

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

This is a preview of subscription content, access via your institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   29.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   39.99
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Durbin, J. (1961). Some methods of constructing exact tests. Biometrika, 48, 41–55.

    CrossRef  MathSciNet  MATH  Google Scholar 

  • Durbin, J. (1973a). Weak convergence of the sample distribution function when parameters are estimated. Ann. Statist., 1, 279–290.

    CrossRef  MathSciNet  MATH  Google Scholar 

  • Durbin, J. (1973b). Distribution Theory for Tests based on the Sample Distribution Function. Philadelphia: Society of Industrial and Applied Mathematics.

    CrossRef  MATH  Google Scholar 

  • 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 

  • Durbin, J. (1965b). Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings. Biometrika, 62, 5–22.

    CrossRef  MathSciNet  MATH  Google Scholar 

  • Lilliefors, H.W. (1967). On the Kolmogorov-Smirnov test for normality with mean and variance unknown. J.Am.Statist.Assoc., 62, 399–402.

    CrossRef  Google Scholar 

  • Lilliefors, H.W. (1969). On the Kolmogorov-Smirnov test for the exponential distribution with mean unknown. J.Am.Statist.Assoc., 64, 387–389.

    CrossRef  Google Scholar 

  • Pearson, E.S. and Hartley, H.O. (1972). Biometrika Tables for Statisticians, Vol. 2. Cambridge University Press.

    Google Scholar 

  • 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 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and Permissions

Copyright information

© 1976 Springer-Verlag

About this paper

Cite this paper

Durbin, J. (1976). Kolmogorov-smirnov tests when parameters are estimated. In: Gaenssler, P., Révész, P. (eds) Empirical Distributions and Processes. Lecture Notes in Mathematics, vol 566. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0096877

Download citation

  • DOI: https://doi.org/10.1007/BFb0096877

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08061-9

  • Online ISBN: 978-3-540-37515-9

  • eBook Packages: Springer Book Archive