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

Empirical-distribution-function Tests for the Beta-Binomial Model

Lin, Chien-Tai; Chou, Cheng-Chieh - In: Journal of Applied Statistics 34 (2007) 6, pp. 715-724

Empirical-distribution-function (EDF) goodness-of-fit tests are considered for the beta-binomial model. The testing …

Persistent link: https://www.econbiz.de/10005492138

Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities

Gooijer, Jan G. De - In: Journal of Applied Statistics 34 (2007) 4, pp. 371-381

We compare and investigate Neyman's smooth test, its components, and the Kolmogorov-Smirnov (KS) goodness-of-fit test …

Persistent link: https://www.econbiz.de/10005495284

Application of bivariate extreme value distribution to flood frequency analysis: a case study of Northwestern Mexico

Escalante-Sandoval, Carlos - In: Natural Hazards 42 (2007) 1, pp. 37-46

regional at-site quantiles were estimated. A significant improvement occurs, measured through the use of a goodness-of-fit test …

Persistent link: https://www.econbiz.de/10010996339

The Analysis of Bivariate Truncated Data Using the Clayton Copula Model

Wang, Antai - In: International Journal of Biostatistics 3 (2007) 1, pp. 1050-1050

relationship between plasma and semen viral loads. To address this type of problem, we developed an empirical goodness-of-fit test …

Persistent link: https://www.econbiz.de/10005585161

A systematic investigation of cross-validation in GWR model estimation: empirical analysis and Monte Carlo simulations

Farber, Steven; Páez, Antonio - In: Journal of Geographical Systems 9 (2007) 4, pp. 371-396

Persistent link: https://www.econbiz.de/10005680780

Progressive censoring methodology: an appraisal

Balakrishnan, N. - In: TEST: An Official Journal of the Spanish Society of … 16 (2007) 2, pp. 211-259

Persistent link: https://www.econbiz.de/10005613247

Jarque-Bera Test and its Competitors for Testing Normality - A Power Comparison

Thadewald, Thorsten; Buning, Herbert - In: Journal of Applied Statistics 34 (2007) 1, pp. 87-105

For testing normality we investigate the power of several tests, first of all, the well-known test of Jarque & Bera (1980) and furthermore the tests of Kuiper (1960) and Shapiro & Wilk (1965) as well as tests of Kolmogorov-Smirnov and Cramer-von Mises type. The tests on normality are based,...

Persistent link: https://www.econbiz.de/10005278900

Statistical Inference Based on Pooled Data: A Moment-Based Estimating Equation Approach

Bondell, Howard D.; Liu, Aiyi; Schisterman, Enrique F. - In: Journal of Applied Statistics 34 (2007) 2, pp. 129-140

process, construct tests for goodness of fit based on the pooled data. …

Persistent link: https://www.econbiz.de/10005278941

Kolmogorov-Smirnov Test Statistic and Critical Values for the Erlang-3 and Erlang-4 Distributions

Marks, Neil - In: Journal of Applied Statistics 34 (2007) 8, pp. 899-906

Following a procedure applied to the Erlang-2 distribution in a recent paper, an adjusted Kolmogorov-Smirnov statistic and critical values are developed for the Erlang-3 and -4 cases using data from Monte Carlo simulations. The test statistic produced features of compactness and ease of...

Persistent link: https://www.econbiz.de/10005278958

Goodness-of-fit test for a logistic regression model fitted using survey sample data

Archer, Kellie J.; Lemeshow, Stanley - In: Stata Journal 6 (2006) 1, pp. 97-105

. Unfortunately, for such situations no goodness-of-fit testing procedures have been developed or implemented in available software …After a logistic regression model has been fitted, a global test of goodness of fit of the resulting model should be …

Persistent link: https://www.econbiz.de/10005583380