Results 1 to 10 of about 66,189 (248)
Change detection in non-stationary Hawkes processes through sequential testing [PDF]
ITM Web of Conferences, 2021 Detecting changes in an incoming data flow is immensely crucial for understanding inherent dependencies, formulating new or adapting existing policies, and anticipating further changes. Distinct modeling constructs have triggered varied ways of detecting
Bhaduri Moinak +2 more
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Robust Test Statistics Based on Restricted Minimum Rényi’s Pseudodistance Estimators
Entropy, 2022 The Rao’s score, Wald and likelihood ratio tests are the most common procedures for testing hypotheses in parametric models. None of the three test statistics is uniformly superior to the other two in relation with the power function, and moreover, they ...
María Jaenada +2 more
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Model Uncertainty and Selection of Risk Models for Left-Truncated and Right-Censored Loss Data
Risks, 2023 Insurance loss data are usually in the form of left-truncation and right-censoring due to deductibles and policy limits, respectively. This paper investigates the model uncertainty and selection procedure when various parametric models are constructed to
Qian Zhao, Sahadeb Upretee, Daoping Yu
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Vìsnik Nacìonalʹnogo Tehnìčnogo Unìversitetu Ukraïni Kììvsʹkij Polìtehnìčnij Ìnstitut: Serìâ Radìotehnìka, Radìoaparatobuduvannâ, 2020 The work is devoted to the estimate accuracy comparative analysis of the experimental data parameters with exponential power distribution (EPD) using the classical Maximum Likelihood Estimation (MLE) and the original Polynomial Maximization Method (PMM).
S. V. Zabolotnii +3 more
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Multiple Outlier Detection Tests for Parametric Models [PDF]
Mathematics, 2019 We propose a simple multiple outlier identification method for parametric location-scale and shape-scale models when the number of possible outliers is not specified.
V. Bagdonavičius, Linas Petkevičius
semanticscholar +1 more source
Model Adequacy Checks for Discrete Choice Dynamic Models [PDF]
, 2012 This paper proposes new parametric model adequacy tests for possibly nonlinear and nonstationary time series models with noncontinuous data distribution, which is often the case in applied work.
Kheifets, Igor, Velasco, Carlos
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A general asymptotic framework for distribution‐free graph‐based two‐sample tests [PDF]
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2015 Testing equality of two multivariate distributions is a classical problem for which many non‐parametric tests have been proposed over the years. Most of the popular two‐sample tests, which are asymptotically distribution free, are based either on ...
B. Bhattacharya
semanticscholar +1 more source
Residuals and goodness-of-fit tests for stationary marked Gibbs point processes [PDF]
, 2010 The inspection of residuals is a fundamental step to investigate the quality of adjustment of a parametric model to data. For spatial point processes, the concept of residuals has been recently proposed by Baddeley et al.
Andersen +33 more
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Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management
Energies, 2018 The purpose of the paper is to explore the relative biases in the estimation of the Full BEKK model as compared with the Diagonal BEKK model, which is used as a theoretical and empirical benchmark.
David E. Allen, Michael McAleer
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Nonparametric tests for semiparametric regression models
Test (Madrid), 2023 Semiparametric regression models have received considerable attention over the last decades, because of their flexibility and their good finite sample performances. Here we propose an innovative nonparametric test for the linear part of the models, based
Federico Ferraccioli +2 more
semanticscholar +1 more source