A common feature for compound Poisson and Katz distributions is that both families may be viewed as generalizations of the Poisson law. In this paper, we present a unified approach in testing the fit to any distribution belonging to either of these families. The test involves the probability...

In this paper, we extend SiZer (SIgnificant ZERo crossing of the derivatives) to dependent data for the purpose of goodness-of-fit tests for time series models. Dependent SiZer compares the observed data with a specific null model being tested by adjusting the statistical inference using an...

This study introduces a technique to estimate the Pareto distribution of the stock exchange index by using the maximum-likelihood Hill estimator. Recursive procedures based on the goodness-of-fit statistics are used to determine the optimal threshold fraction of extreme values to be included in...

The effectiveness of coach turnover on team performance is widely discussed in the literature due to the indirect impact of a team's performance on a club's revenues. This study examines the effect of coach turnover within a competition season by focusing on the change in team quality and the...