Search Results - subject:"kolmogorov€“Smirnov"

Reply to Weller, Mellewigt, and Decker

Nicolai, Alexander T.; Thomas, Thomas W. - In: Schmalenbach Business Review (sbr) 60 (2008) 2, pp. 211-212

main points: the operationalization of de-diversifications, the application of the Kolmogorov-Smirnov test, and the …

Persistent link: https://www.econbiz.de/10005736894

Posterior analysis of lognormal regression models using the Gibbs sampler

Upadhyay, S.; Peshwani, M. - In: Statistical Papers 49 (2008) 1, pp. 59-85

Persistent link: https://www.econbiz.de/10008533804

On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters

Capasso, Marco; Alessi, Lucia; Barigozzi, Matteo; … - 2007

This note discusses some problems possibly arising when approximating via Monte-Carlo simulations the distributions of goodness-of-fit test statistics based on the empirical distribution function. We argue that failing to reestimate unknown parameters on each simulated Monte-Carlo sample - and...

Persistent link: https://www.econbiz.de/10010328518

Classifying Speech Sonority Functional Data using a Projected Kolmogorov-Smirnov Approach

Cuesta-Albertos, Juan Antonio; Fraiman, Ricardo; … - In: Journal of Applied Statistics 34 (2007) 6, pp. 749-761

is the projected Kolmogorov-Smirnov test. This is a new goodness of fit test for functional data. The result obtained …

Persistent link: https://www.econbiz.de/10005492117

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

A Test of the Martingale Hypothesis

Park, Joon; Whang, Yoon-Jae - In: Studies in Nonlinear Dynamics & Econometrics 9 (2007) 2, pp. 1163-1163

generalized Kolmogorov-Smirnov test and the other is a Cramer-von Mises type test. For the processes that are first …

Persistent link: https://www.econbiz.de/10004966193

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

(1980) and furthermore the tests of Kuiper (1960) and Shapiro & Wilk (1965) as well as tests of Kolmogorov-Smirnov and … the Kolmogorov-Smirnov and Cramer-von Mises tests, in the latter case for the original and standardized observations where …

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

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 …

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

Testing for Tail Independence in Extreme Value models

Falk, Michael; Michel, René - In: Annals of the Institute of Statistical Mathematics 58 (2006) 2, pp. 261-290

Persistent link: https://www.econbiz.de/10005395813

Implementing a Stochastic Bioeconomic Model for the North-East Arctic Cod Fishery

Kugarajh, Kanaganayagam; Sandal, Leif; Berge, Gerhard - In: Journal of Bioeconomics 8 (2006) 1, pp. 35-53

biomass dynamics is based on simulation and use of empirical NEAC data sets for the years 1985–2001. The Kolmogorov– Smirnov …

Persistent link: https://www.econbiz.de/10005715809