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

A Composite Likelihood Inference in Latent Variable Models for Ordinal Longitudinal Responses

Vasdekis, Vassilis; Cagnone, Silvia; Moustaki, Irini - In: Psychometrika 77 (2012) 3, pp. 425-441

Persistent link: https://www.econbiz.de/10010848155

On identification of the threshold diffusion processes

Kutoyants, Yury - In: Annals of the Institute of Statistical Mathematics 64 (2012) 2, pp. 383-413

Persistent link: https://www.econbiz.de/10010848668

Empirical processes for infinite variance autoregressive models

Bouhaddioui, Chafik; Ghoudi, Kilani - In: Journal of Multivariate Analysis 107 (2012) C, pp. 319-335

applications in time series diagnostics are discussed. A goodness-of-fit test is developed using a functional of the empirical …

Persistent link: https://www.econbiz.de/10011042010

An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic

Bardet, Jean-Marc; Dola, Béchir - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 222-240

several IR statistics. Second, a goodness-of-fit χ2-type test can be deduced from this theorem. Finally, this theorem allows …

Persistent link: https://www.econbiz.de/10011042043

Computation of optimal plotting points based on Pitman closeness with an application to goodness-of-fit for location-scale families

Balakrishnan, N.; Davies, K.F.; Keating, J.P.; Mason, R.L. - In: Computational Statistics & Data Analysis 56 (2012) 9, pp. 2637-2649

Plotting points of order statistics are often used in the determination of goodness-of-fit of observed data to … correlation goodness-of-fit test for normality. …

Persistent link: https://www.econbiz.de/10010574486

Exact goodness-of-fit tests for censored data

Grané, Aurea - In: Annals of the Institute of Statistical Mathematics 64 (2012) 6, pp. 1187-1203

">2003</CitationRef>) is modified so that it can be used to test the goodness-of-fit of a censored sample, when the distribution function …

Persistent link: https://www.econbiz.de/10011000085

Jackknife empirical likelihood tests for error distributions in regression models

Feng, Huijun; Peng, Liang - In: Journal of Multivariate Analysis 112 (2012) C, pp. 63-75

Regression models are commonly used to model the relationship between responses and covariates. For testing the error distribution, some classical test statistics such as Kolmogorov–Smirnov test and Cramér–von-Mises test suffer from the complicated limiting distribution due to the plug-in...

Persistent link: https://www.econbiz.de/10010594220

Specification tests for the error distribution in GARCH models

Klar, B.; Lindner, F.; Meintanis, S.G. - In: Computational Statistics & Data Analysis 56 (2012) 11, pp. 3587-3598

Goodness-of-fit and symmetry tests are proposed for the innovation distribution in generalized autoregressive …

Persistent link: https://www.econbiz.de/10010617638

Testing parametric conditional distributions using the nonparametric smoothing method

Zheng, Xu - In: Metrika 75 (2012) 4, pp. 455-469

Persistent link: https://www.econbiz.de/10010557913

Characteristic function-based hypothesis tests under weak dependence

Leucht, Anne - In: Journal of Multivariate Analysis 108 (2012) C, pp. 67-89

empirical characteristic function. We consider a symmetry test and a goodness-of-fit test for the marginal distribution of a …

Persistent link: https://www.econbiz.de/10010572309