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Multinomial Goodness-Of-Fit Tests
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1984 SUMMARY This article investigates the family {I λ;λ ϵ ℝ} of power divergence statistics for testing the fit of observed frequencies {Xi; i = 1, …, k} to expected frequencies {Ei; i = 1, …, k}. From the definition 2nIλ=2λ(λ+1)∑i=1kXi{(XiEi)λ−1};λ∈ℝ it can easily be seen that Pearson's X 2 (λ = 1), the log likelihood ratio
Cressie, Noel A, Read, Timothy
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Goodness-of-fit tests for copulas [PDF]
Journal of Multivariate Analysis, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Evaluating the Three Methods of Goodness of Fit Test for Frequency Analysis [PDF]
Journal of Risk Analysis and Crisis Response (JRACR), 2015 In hydrological statistics, the traditional assessment of goodness of fit test is interested in the testing precision to the sample generated from supposed PDF.
Xiankui Zeng, Dong Wang, Jichun Wu
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Goodness of Fit Test of an Autocorrelated Time Series Cubic Smoothing Spline Model
Journal of Nigerian Society of Physical Sciences, 2021 We investigated the finite properties as well as the goodness of fit test for the cubic smoothing spline selection methods like the Generalized Maximum Likelihood (GML), Generalized Cross-Validation (GCV) and Mallow CP criterion (MCP) estimators for time-
Samuel Olorunfemi Adams +2 more
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Characterizations and Goodness of Fit Tests
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1982 Summary In this article a systematic approach to providing goodness of fit tests is discussed, for the composite goodness of fit problem of testing that the distribution F of a random sample comes from a parametric family F o. Characterization procedures are emphasized, and it is shown that, at least for the exponential case, invariant ...
O'Reilly, Federico J. +1 more
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Portmanteau Goodness-of-Fit Test for Asymmetric Power GARCH Models
Austrian Journal of Statistics, 2016 The asymptotic distribution of a vector of autocorrelations of squared residuals is derived for a wide class of asymmetric GARCH models. Portmanteau adequacy tests are deduced.
Michel Carbon, Christian Francq
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Cramer-von Mises and Anderson-Darling goodness of fit tests for extreme value distributions with unknown parameters [PDF]
, 2004 The use of goodness of fit tests based on Cramer-von Mises and Anderson-Darling statistics is discussed, with reference to the composite hypothesis that a sample of observations comes from a distribution, FH, whose parameters are unspecified.
Laio, Francesco, Francesco Laio
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A New Goodness of Fit Test for Multivariate Normality and Comparative Simulation Study
Mathematics, 2021 The testing of multivariate normality remains a significant scientific problem. Although it is being extensively researched, it is still unclear how to choose the best test based on the sample size, variance, covariance matrix and others.
Jurgita Arnastauskaitė +2 more
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An Online Test for Goodness-of-Fit in Logistic Regression Model
IEEE Access, 2019 In past decades, the goodness-of-fit test has been widely used to evaluate the calibration of prediction models. The test helps to determine whether poor predictions (lack of fit) are significant, which would indicate that problems exist in the model ...
Yuke Qiu, Liu Liu, Xin Lai, Yuwen Qiu
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