A maximum entropy type test of fit

In this paper, we propose a test of fit based on maximum entropy. The asymptotic distribution of the proposed test statistic is established and a corrected form for small and medium sample sizes is furnished. The performance of the test is investigated through extensive Monte Carlo simulations. Real examples are also presented and analyzed.

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Year of publication:	2011
Authors:	Lee, Sangyeol ; Vonta, Ilia ; Karagrigoriou, Alex
Published in:	Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 55.2011, 9, p. 2635-2643
Publisher:	Elsevier
Keywords:	Maximum entropy measure Goodness of fit test Reliability Brownian bridge

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009142773