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...

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 re-estimate unknown parameters on each simulated Monte-Carlo sample -- and...

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

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,...

Cells of Voronoi diagrams in two dimensions are usually considered as having edges of zero width. However, this is not the case in several experimental situations in which the thickness of the edges of the cells is relatively large. In this paper, the concept of a thick Voronoi tessellation,...

The characteristic aspects of dynamic distortions on a lengthy time series of i.i.d. pure noise when embedded with slightly-aggregating sparse signals are summarized into a significantly shorter recurrence time process of a chosen extreme event. We first employ the Kolmogorov–Smirnov statistic...

This paper provides a historical overview of financial crises and their origins. The objective is to discuss a few of the modern statistical methods that can be used to evaluate predictors of these rare events. The problem involves the prediction of binary events, and therefore fits modern...