Implementation of a goodness-of-fit test through Khmaladze martingale transformation
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00180-020-00971-7.pdf
Reference17 articles.
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4. Durbin J (1973) Distribution theory for tests based on the sample distribution function. SIAM, Philadelphia
5. Dong LB, Giles DEA (2004) An empirical likelihood ratio test for normality. Commun Stat Simul Comput 36(1):197–215
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