2000 character limit reached
Distribution-free data-driven smooth tests without $χ^2$ (2508.01973v1)
Published 4 Aug 2025 in math.ST, stat.ME, and stat.TH
Abstract: This article demonstrates how recent developments in the theory of empirical processes allow us to construct a new family of asymptotically distribution-free smooth test statistics. Their distribution-free property is preserved even when the parameters are estimated, model selection is performed, and the sample size is only moderately large. A computationally efficient alternative to the classical parametric bootstrap is also discussed.