Search Results - subject:"Empirical Distribution function"

Bootstrap of residual processes in regression : to smooth or not to smooth?

Neumeyer, Natalie; Van Keilegom, Ingrid - 2018

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012050820

Risk Measures in Optimization Problems via Empirical Estimates

Kaňková, Vlasta - In: Czech Economic Review 7 (2013) 3, pp. 162-177

Economic and financial activities are often influenced simultaneously by a decision parameter and a random factor. Since mostly it is necessary to determine the decision parameter without knowledge of the realization of the random element, deterministic optimization problems depending on a...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010712646

Goodness-of-fit testing for the marginal distribution of regime-switching models

Janczura, Joanna; Weron, Rafal - Volkswirtschaftliche Fakultät, … - 2011

empirical distribution function. The motivation for this research comes from a recent stream of literature in energy economics …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009203622

Goodness-of-fit testing for regime-switching models

Janczura, Joanna; Weron, Rafal - Volkswirtschaftliche Fakultät, … - 2010

concept of the weighted empirical distribution function. We apply the proposed scheme to test whether a 2-state Markov regime …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008595627

Data transformations and goodness-of-fit tests for type-II right censored samples

Goldmann, Christian; Klar, Bernhard; Meintanis, Simos - In: Metrika 78 (2015) 1, pp. 59-83

We suggest several goodness-of-fit (GOF) methods which are appropriate with Type-II right censored data. Our strategy is to transform the original observations from a censored sample into an approximately i.i.d. sample of normal variates and then perform a standard GOF test for normality on the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011151386

Tests of non-monotonic stochastic aging notions in reliability theory

Anis, M. - In: Statistical Papers 55 (2014) 3, pp. 691-714

Testing of various classes of life distributions has been a subject of investigation for more than four decades. In this study we restrict ourselves to the problem of testing exponentiality against non-monotonic aging notions. We model non-monotonic aging using the notions of bathtub failure...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010794861

A unified approach to validating univariate and multivariate conditional distribution models in time series

Chen, Bin; Hong, Yongmiao - In: Journal of Econometrics 178 (2014) P1, pp. 22-44

using a novel approach, which embeds the empirical distribution function in a spectral framework. Our tests check a large … empirical distribution function, our GCM test statistics follow a convenient asymptotic N(0,1) distribution and enjoy the …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011052256

A unified approach to validating univariate and multivariate conditional distribution models in time series

Chen, Bin; Hong, Yongmiao - In: Journal of econometrics 178 (2014) 1, pp. 22-44

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010254990

On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters

Capasso, Marco; Alessi, Lucia; Barigozzi, Matteo; … - 2007

goodness-of-fit test statistics based on the empirical distribution function. We argue that failing to reestimate unknown …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010328518

On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters

Capasso, Marco; Alessi, Lucia; Barigozzi, Matteo; … - Laboratory of Economics and Management (LEM), Scuola … - 2007

goodness-of-fit test statistics based on the empirical distribution function. We argue that failing to re-estimate unknown … statistics based on the empirical distribution function: The case of unknown parameters. Marco Capasso⁄ Lucia Alessi⁄ Matteo …- mogorov - Smirnov statistic; Kuiper statistic; Cram¶er - Von Mises statistic; Empirical distribution function; Monte …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005650091