On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests

The situation, common in the current literature, is that of a whole family of location-scale/scale invariant test statistics, indexed by a parameter $\lambda\in\Lambda$, is available to test the goodness of fit of $F$, the underlying distribution function of a set of independent real-valued random v...

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Detalhes bibliográficos
Autor principal: Tenreiro, Carlos (author)
Formato: article
Idioma:por
Publicado em: 2019
Assuntos:
Texto completo:http://hdl.handle.net/10316/87197
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/87197