Search Results - subject:"Goodness–of–fit"

Do wealth distributions follow power laws? Evidence from ‘rich lists’

Brzezinski, Michal - In: Physica A: Statistical Mechanics and its Applications 406 (2014) C, pp. 155-162

power laws, which allows for testing the goodness of fit as well as for comparing the power-law model with rival …

Persistent link: https://www.econbiz.de/10010777068

Weak convergence of empirical and bootstrapped C-power processes and application to copula goodness-of-fit

Quessy, Jean-François; Bahraoui, Tarik - In: Journal of Multivariate Analysis 129 (2014) C, pp. 16-36

are used to develop a goodness-of-fit test for bivariate multi-parameter copula models. The recursive nature of the C … properties of this goodness-of-fit test are investigated and compared to those of competing procedures, and its usefulness is …

Persistent link: https://www.econbiz.de/10010786424

Family of power divergence spatial scan statistics

Zhang, Tonglin; Lin, Ge - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 162-178

the family of power divergence (PD) goodness-of-fit statistics, the classical spatial scan test is extended to the family …

Persistent link: https://www.econbiz.de/10010871327

On goodness-of-fit testing for ergodic diffusion process with shift parameter

Negri, Ilia; Zhou, Li - In: Statistical Inference for Stochastic Processes 17 (2014) 1, pp. 51-73

A problem of goodness-of-fit test for ergodic diffusion processes is presented. In the null hypothesis the drift of the …

Persistent link: https://www.econbiz.de/10010843770

Approximating a class of goodness-of-fit test statistics

Alba Fernández, M.V.; Jiménez Gamero, M.D.; Castillo … - In: Mathematics and Computers in Simulation (MATCOM) 102 (2014) C, pp. 24-38

A class of goodness-of-fit tests is considered. The test statistic of each test in this class is an L2-norm of the …

Persistent link: https://www.econbiz.de/10011051056

Exact confidence sets and goodness-of-fit methods for stable distributions

Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of Econometrics 181 (2014) 1, pp. 3-14

distributions. The confidence sets are built by inverting exact goodness-of-fit tests for hypotheses which assign specific values to … empirical goodness-of-fit or quantile-based measures with their hypothesized values. Since the distributions involved are quite …

Persistent link: https://www.econbiz.de/10011052249

Estimation of risk measures in energy portfolios using modern copula techniques

Jäschke, Stefan - In: Computational Statistics & Data Analysis 76 (2014) C, pp. 359-376

, newly introduced bootstrap-based goodness-of-fit tests are implemented and evaluated. Based on each approach, a …

Persistent link: https://www.econbiz.de/10011056554

Recursive formulas for multinomial probabilities with applications

Hayter, A. - In: Computational Statistics 29 (2014) 5, pp. 1207-1219

. These rectangular probabilities can be used to provide goodness-of-fit tests for the cell probabilities. The probability …

Persistent link: https://www.econbiz.de/10010949802

Model structure selection in single-index-coefficient regression models

Huang, Zhensheng; Pang, Zhen; Lin, Bingqing; Shao, Quanxi - In: Journal of Multivariate Analysis 125 (2014) C, pp. 159-175

Single-index-coefficient regression models (SICRM) have been proposed and used in the literature for avoiding the “curse of dimensionality”. However, there is no efficient model structure determination methodology for the SICRM. This may cause a tendency to use models that are much larger...

Persistent link: https://www.econbiz.de/10011042022

Depth functions as measures of representativeness

Dong, Ye; Lee, Stephen - In: Statistical Papers 55 (2014) 4, pp. 1079-1105

than “centrality” with respect to an underlying distribution of interest. Derived essentially from a choice of goodness-of-fit … individual data points, depth functions derived from goodness-of-fit tests also extend naturally to provide depth values for …

Persistent link: https://www.econbiz.de/10010998588