Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129750 | Statistics & Probability Letters | 2017 | 7 Pages |
Abstract
Given a sample (ξi,Xi)i=1n of i.i.d. pairs, consider Fx and Qx as two different models for conditional distribution of ξi given Xi=x. The paper shows how the empirical process for testing Fx can be transformed into a process with the same asymptotic behavior as the empirical process for testing Qx thereby rendering the two testing problems equivalent.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Estate Khmaladze,