Power divergence family of tests for categorical time series models
dc.contributor.author | Fokianos, Konstantinos | en |
dc.creator | Fokianos, Konstantinos | en |
dc.date.accessioned | 2019-12-02T10:35:04Z | |
dc.date.available | 2019-12-02T10:35:04Z | |
dc.date.issued | 2002 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/56805 | |
dc.description.abstract | A fundamental issue that arises after fitting a regression model is that of testing the goodness of the fit. Our work brings together the power divergence family of goodness of fit tests and regression models for categorical time series. We show that under some reasonable assumptions, the asymptotic distribution of the power divergence family of goodness of fit tests converges to a normal random variable. This fact introduces a novel method for carrying out goodness of fit tests about a regression model for categorical time series. We couple the theory with some empirical results. | en |
dc.source | Annals of the Institute of Statistical Mathematics | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-12244283691&doi=10.1023%2fA%3a1022459010316&partnerID=40&md5=1ee0025f3ae2d9818ddab3427824f052 | |
dc.subject | Mathematical models | en |
dc.subject | Regression analysis | en |
dc.subject | Computer simulation | en |
dc.subject | Maximum likelihood estimation | en |
dc.subject | Statistical tests | en |
dc.subject | Power | en |
dc.subject | Random processes | en |
dc.subject | Logistic regression | en |
dc.subject | Asymptotic stability | en |
dc.subject | Matrix algebra | en |
dc.subject | Vectors | en |
dc.subject | Probability distributions | en |
dc.subject | Convergence of numerical methods | en |
dc.subject | Time series analysis | en |
dc.subject | Martingale | en |
dc.subject | Multinomial logits | en |
dc.subject | Partial likelihood | en |
dc.subject | Power divergence | en |
dc.subject | Proportional odds | en |
dc.subject | Stochastic time dependent covariates | en |
dc.title | Power divergence family of tests for categorical time series models | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1023/A:1022459010316 | |
dc.description.volume | 54 | |
dc.description.issue | 3 | |
dc.description.startingpage | 543 | |
dc.description.endingpage | 564 | |
dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
dc.type.uhtype | Article | en |
dc.description.notes | <p>Cited By :3</p> | en |
dc.source.abbreviation | Annal.Inst.Stat.Math. | en |
dc.contributor.orcid | Fokianos, Konstantinos [0000-0002-0051-711X] | |
dc.gnosis.orcid | 0000-0002-0051-711X |
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