Browsing by Subject "Goodness-of-fit test"
Now showing items 1-6 of 6
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Article
A goodness-of-fit test for Poisson count processes
(2013)We are studying a novel class of goodness-of-fit tests for parametric count time series regression models. These test statistics are formed by considering smoothed versions of the empirical process of the Pearson residuals. ...
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Article
Goodness-of-fit tests for Markovian time series models: Central limit theory and bootstrap approximations
(2008)New goodness-of-fit tests for Markovian models in time series analysis are developed which are based on the difference between a fully nonparametric estimate of the one-step transition distribution function of the observed ...
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Article
A maximum entropy type test of fit
(2011)In this paper, we propose a test of fit based on maximum entropy. The asymptotic distribution of the proposed test statistic is established and a corrected form for small and medium sample sizes is furnished. The performance ...
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Article
On distributional properties and goodness-of-fit tests for generalized measures of divergence
(2010)The aim of this work is the investigation of a generalized family of measures of divergence which includes the well-known Csiszár's, Cressie and Read's, and the Basu-Harris-Hjort-Jones (Basu et al., 1998) measures. A weakly ...
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Article
Optimal Φ-divergence tests
(2011)The aim of this work is the investigation of goodness of fit tests using measures of divergence. More specifically, we introduce a new family of divergence measures which is indexed by a positive parameter "a" and identify ...
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Conference Object
Statistical inference for heavy-tailed distributions in technical systems
(Institute of Electrical and Electronics Engineers Inc., 2014)In this work we explore the class of heavy-tailed distributions and discuss their signicance in reliability engineering. At the same time we discuss measures of divergence which are extensively used in statistics in various ...