Results 31 to 40 of about 576,539 (188)
A simple non-parametric goodness-of-fit test for elliptical copulas
Dependence Modeling, 2017 In this paper, we propose a simple non-parametric goodness-of-fit test for elliptical copulas of any dimension. It is based on the equality of Kendall’s tau and Blomqvist’s beta for all bivariate margins.
Jaser Miriam, Haug Stephan, Min Aleksey
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Journal of the Royal Statistical Society Series B: Statistical Methodology, 1963 SUMMARY An explicit account is given of a procedure for assessing goodness of fit of some observations with a hypothesis, generally known as a “test of significance”; the description is close in spirit to R. A. Fisher’s original conception. The relation of this test procedure with Bayesian procedures and with the Neyman–Pearson theory of
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Mathematics, 2020 The extreme value theory is expanded by proposing and studying a new version of the Fréchet model. Some new bivariate type extensions using Farlie–Gumbel–Morgenstern copula, modified Farlie–Gumbel–Morgenstern copula, Clayton copula, and Renyi’s entropy ...
Mukhtar M. Salah +3 more
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Jurnal Pendidikan Ekonomi dan Bisnis (JPEB), 2017 The purpose of this research to create the boder region of investment development model, the maritime industry investment development model and Free Trade Zone development model effect on increase the welfare of coastal communities.The research location ...
Tumpal Manik +2 more
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Goodness-of-Fit Tests to study the Gaussianity of the MAXIMA data
, 2003 Goodness-of-Fit tests, including Smooth ones, are introduced and applied to detect non-Gaussianity in Cosmic Microwave Background simulations. We study the power of three different tests: the Shapiro-Francia test (1972), the uncategorised smooth test ...
Aliaga A.M. +11 more
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Goodness of Fit Test and Test of Independence by Entropy
Journal of Mathematical Extension, 2009 To test whether a set of data has a specific distribution or not, we can use the goodness of fit test. This test can be done by one of Pearson X 2 -statistic or the likelihood ratio statistic G 2 , which are asymptotically equal, and also by using
M. Sharifdoost, N. Nematollahi, E. Pasha
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Goodness-of-Fit Test of Shapiro-Wilk Type with Nuisance Regression and Scale
Austrian Journal of Statistics, 2016 Shapiro and Wilk (1965) proposed a highly intuitive goodness-of-fit test of normality with nuisance location and scale parameters. The test has received a considerable attention in the literature; its asymptotic null distribution is covered by the ...
Pranab Kumar Sen +2 more
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Sampling From A Manifold [PDF]
, 2012 We develop algorithms for sampling from a probability distribution on a submanifold embedded in Rn. Applications are given to the evaluation of algorithms in 'Topological Statistics'; to goodness of fit tests in exponential families and to Neyman's ...
Mehrdad Shahshahani +5 more
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Goodness-of-Fit Tests in Nonparametric Regression [PDF]
SSRN Electronic Journal, 2006 AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.
Einmahl, J.H.J., Keilegom, I. van
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Informative Features for Model Comparison [PDF]
, 2018 Given two candidate models, and a set of target observations, we address the problem of measuring the relative goodness of fit of the two models. We propose two new statistical tests which are nonparametric, computationally efficient (runtime complexity ...
Gretton, Arthur +5 more
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