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

A software reliability growth model addressing learning

Ramasamy, Subburaj; Govindasamy, Gopal - In: Journal of Applied Statistics 35 (2008) 10, pp. 1151-1168

Goel-generalized NHPP model results in an SRGM that seems to perform better consistently, as confirmed by the goodness of … fit statistic and predictive validity metrics, when applied to failure datasets of 11 software projects with widely …

Persistent link: https://www.econbiz.de/10005639764

Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications

Andrews, Donald W.K. - Cowles Foundation for Research in Economics, Yale University - 1985

convergence of empirical processes indexed by sets. The chi-square test that is introduced can be used to test goodness-of-fit of …

Persistent link: https://www.econbiz.de/10005593615

Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory

Andrews, Donald W.K. - Cowles Foundation for Research in Economics, Yale University - 1985

empirical processes indexed by sets. The chi-square test that is introduced can be used to test goodness-of-fit of a parametric …

Persistent link: https://www.econbiz.de/10005762618

Truncated maximum likelihood, goodness of fit tests and tail analysis

Gourieroux, Christian; Jasiaky, Joanna - 1998

density analysis yields a new procedure for testing the goodness of fit. We also develop a new nonparametric estimator of the …

Persistent link: https://www.econbiz.de/10010309874

Truncated maximum likelihood, goodness of fit tests and tail analysis

Gourieroux, Christian; Jasiaky, Joanna - Sonderforschungsbereich 373, Quantifikation und … - 1998

density analysis yields a new procedure for testing the goodness of fit. We also develop a new nonparametric estimator of the …

Persistent link: https://www.econbiz.de/10010956592

Regional Flood Frequency Analysis of Mahi-Sabarmati Basin (Subzone 3-a) using Index Flood Procedure with L-Moments

Parida, B.; Kachroo, R.; Shrestha, D. - In: Water Resources Management 12 (1998) 1, pp. 1-12

With the objective of investigating the hydrological homogeneity of India's hydrometeorological subzone 3-a and identification of a suitable frequency distribution for it, a regional flood frequency analysis has been carried out using the index flood procedure and the L-moments. Based on...

Persistent link: https://www.econbiz.de/10010794519

Validation of Trace-Driven Simulation Models: A Novel Regression Test

Kleijnen, Jack P. C.; Bettonvil, Bert; Groenendaal, … - In: Management Science 44 (1998) 6, pp. 812-819

This paper argues that it is wrong to require that regressing the outputs of a trace-driven simulation on the observed real outcomes should give a 45° (unit slope) line through the origin (zero intercept). This note proposes instead an alternative requirement: the responses of the simulated and...

Persistent link: https://www.econbiz.de/10009204385

APPLICATION OF THE EMPIRICAL LIKELIHOOD METHOD IN PROPORTIONAL HAZARDS MODEL

He, Bin - 2007

difficult, and the existing tests for goodness-of-fit do not have direct extension to these complicated types of censored data …. In this work, we use empirical likelihood (Owen, 1988) approach to construct goodness-of-fit test and provide estimates …

Persistent link: https://www.econbiz.de/10009431108

A Universal QQ-Plot for Continuous Non-homogeneous Populations

Luceno, Alberto - In: Journal of Applied Statistics 34 (2007) 10, pp. 1207-1223

This article presents a universal quantile-quantile (QQ) plot that may be used to assess the fit of a family of absolutely continuous distribution functions in a possibly non-homogeneous population. This plot is more general than probability plotting papers because it may be used for...

Persistent link: https://www.econbiz.de/10005458344

Extreme Risk and Value-at-Risk in the German Stock Market

Tolikas, Konstantinos; Koulakiotis, Athanasios; Brown, … - In: The European Journal of Finance 13 (2007) 4, pp. 373-395

parameters of these distribution/s and (iv) the Anderson-Darling goodness of fit test employed to test the adequacy of fit. The …

Persistent link: https://www.econbiz.de/10005471864