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

A note on testing symmetry of the error distribution in linear regression models

Neumeyer, Natalie; Dette, Holger; Nagel, Eva-Renate - Institut für Wirtschafts- und Sozialstatistik, … - 2003

In the classical linear regression model the problem of testing for symmetry of the error distribution is considered. The test statistic is a functional of the difference between the two empirical distribution functions of the estimated residuals and their counterparts with opposite signs. The...

Persistent link: https://www.econbiz.de/10009295174

A power comparison between nonparametric regression tests

Zhang, Chunming; Dette, Holger - 2003

In this paper, we consider three major types of nonparametric regression tests that are based on kernel and local polynomial smoothing techniques. Their asymptotic power comparisons are established systematically under the fixed and contiguous alternatives, and are also illustrated through...

Persistent link: https://www.econbiz.de/10010509837

A note on testing symmetry of the error distribution in linear regression models

Neumeyer, Natalie; Dette, Holger; Nagel, Eva-Renate - 2003

Persistent link: https://www.econbiz.de/10010477835

Modelling, estimating and validating multidimensional distribution functions : with applications to risk management

Junker, Markus (contributor) - 2003

.1 An Asymmetric extreme value copula . . . . . . . . . . . . . . . . . . . 63 6 Multidimensional Goodness-of-Fit Tests 67 6 … testing using the distribution of differences . . 73 6.2 More goodness-of-fit tests … the estimation is investigated, especially the fit of the df Fθ to data. We perform a χ2-goodness-of-fit test where we …

Persistent link: https://www.econbiz.de/10002658954

The constant elasticity of variance model: calibration, test and evidence from the Italian equity market

Ballestra, Luca Vincenzo; Pacelli, Graziella - In: Applied Financial Economics 21 (2011) 20, pp. 1479-1487

likelihood function is developed. Furthermore, a consistent and effective goodness-of-fit test of the CEV model is obtained using …

Persistent link: https://www.econbiz.de/10009278621

Assessing the adequacy of Weibull survival models: a simulated envelope approach

Zhao, Yun; Lee, Andy; Yau, Kelvin; McLachlan, Geoffrey - In: Journal of Applied Statistics 38 (2011) 10, pp. 2089-2097

adequacy are still lacking. It is well known that residual-based goodness-of-fit measures are inappropriate for censored data …

Persistent link: https://www.econbiz.de/10009279008

Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data

Munk, Axel; Stockis, Jean-Pierre; Valeinis, Janis; … - In: Annals of the Institute of Statistical Mathematics 63 (2011) 5, pp. 939-959

Persistent link: https://www.econbiz.de/10009325288

Macroeconomic effects of public investment in infrastructure in India

Murty, K.N.; Soumya, A. - In: International Journal of Trade and Global Markets 4 (2011) 2, pp. 187-211

matrix and coefficients. This gave more efficient estimates of the parameters and better goodness-of-fit statistics. The …

Persistent link: https://www.econbiz.de/10009352798

A goodness-of-fit test for copula densities

Gayraud, Ghislaine; Tribouley, Karine - In: TEST: An Official Journal of the Spanish Society of … 20 (2011) 3, pp. 549-573

Persistent link: https://www.econbiz.de/10009400197

A directional test of exponentiality based on maximum correlations

Grané, Aurea; Fortiana, Josep - In: Metrika 73 (2011) 2, pp. 255-274

Persistent link: https://www.econbiz.de/10008925336