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

Modelling and Forecasting Noisy Realized Volatility

Asai, Manuabu; McAleer, Michael; Medeiros, Marcelo C. - Department of Economics and Finance, College of … - 2010

empirical results also show that the full correction for is necessary for an accurate description of goodness-of-fit. …

Persistent link: https://www.econbiz.de/10008552170

Testing the Validity of a Demand Model: An Operations Perspective

Besbes, Omar; Phillips, Robert; Zeevi, Assaf - In: Manufacturing & Service Operations Management 12 (2010) 1, pp. 162-183

-based goodness-of-fit tests may consistently reject simple parametric models of consumer response (e.g., the ubiquitous logit model …

Persistent link: https://www.econbiz.de/10009218686

The impact of non-normality, sample size and estimation technique on goodness-of-fit measures in structural equation modeling: evidence from ten empirical models of travel behavior

Ory, David; Mokhtarian, Patricia - In: Quality & Quantity: International Journal of Methodology 44 (2010) 3, pp. 427-445

Persistent link: https://www.econbiz.de/10009396259

Analyzing survival data with highly negatively skewed distribution: The Gompertz-sinh family

Cooray, Kahadawala; Ananda, Malwane - In: Journal of Applied Statistics 37 (2010) 1, pp. 1-11

In this article, we explore a new two-parameter family of distribution, which is derived by suitably replacing the exponential term in the Gompertz distribution with a hyperbolic sine term. The resulting new family of distribution is referred to as the Gompertz-sinh distribution, and it...

Persistent link: https://www.econbiz.de/10008582899

Optimal choice of sample fraction in univariate financial tail index estimation

Cheong, Chin Wen - In: Journal of Applied Statistics 37 (2010) 12, pp. 2043-2056

-likelihood Hill estimator. Recursive procedures based on the goodness-of-fit statistics are used to determine the optimal threshold …

Persistent link: https://www.econbiz.de/10008773831

Durbin’s random substitution and conditional Monte Carlo

González-Barrios, José; Federico O’Reilly; Rueda, Raúl - In: Metrika 72 (2010) 3, pp. 369-383

Persistent link: https://www.econbiz.de/10008673986

On the bivariate negative binomial regression model

Famoye, Felix - In: Journal of Applied Statistics 37 (2010) 6, pp. 969-981

bivariate regression model are estimated by using the maximum likelihood method. Some test statistics including goodness-of-fit …

Persistent link: https://www.econbiz.de/10008674985

The generalized exponential cure rate model with covariates

Kannan, Nandini; Kundu, Debasis; Nair, P.; Tripathi, R. C. - In: Journal of Applied Statistics 37 (2010) 10, pp. 1625-1636

provided for assessing the goodness-of-fit of the model. We present an example to illustrate the fit of this model to data that …

Persistent link: https://www.econbiz.de/10008674990

EVALUATION OF THE ARROWS METHOD FOR CLASSIFICATION OF DATA

LU, LANTING; CURRIE, CHRISTINE S. M. - In: Asia-Pacific Journal of Operational Research (APJOR) 27 (2010) 01, pp. 121-142

-sample Cramér-von-Mises goodness of fit statistic, with bootstrapping employed to find the significance or p-value of the calculated …

Persistent link: https://www.econbiz.de/10008514993

Tests for the error distribution in nonparametric possibly heteroscedastic regression models

Hušková, Marie; Meintanis, Simos - In: TEST: An Official Journal of the Spanish Society of … 19 (2010) 1, pp. 92-112

Persistent link: https://www.econbiz.de/10008515578