Goodness-of-Fit Tests on Manifolds [PDF]
We develop a general theory for the goodness-of-fit test to non-linear models. In particular, we assume that the observations are noisy samples of a submanifold defined by a \yao{sufficiently smooth non-linear map}. The observation noise is additive Gaussian.
Alexander Shapiro, Yao Xie, Rui Zhang
openaire +2 more sources
Goodness of fit tests for Rayleigh distribution based on Phi-divergence
In this paper, we develop some goodness of fit tests for Rayleigh distribution based on Phi-divergence. Using Monte Carlo simulation, we compare the power of the proposed tests with some traditional goodness of fit tests including Kolmogorov-Smirnov ...
Mahdi Mahdizadeh , Ehsan Zamanzade
doaj +1 more source
Adaptive goodness-of-fit tests based on signed ranks [PDF]
Within the nonparametric regression model with unknown regression function $l$ and independent, symmetric errors, a new multiscale signed rank statistic is introduced and a conditional multiple test of the simple hypothesis $l=0$ against a nonparametric ...
Rohde, Angelika
core +4 more sources
Goodness-of-Fit Tests for Copulas of Multivariate Time Series
In this paper, we study the asymptotic behavior of the sequential empirical process and the sequential empirical copula process, both constructed from residuals of multivariate stochastic volatility models. Applications for the detection of structural
Bruno Rémillard
doaj +1 more source
How to use χ2 test correctly—— the goodness of fit tests and the implementation of the SAS software
The purpose of this article was to introduce the goodness of fit test and its SAS implementation. The main contents included the following four aspects: ① Pearson΄s goodness of fit test; ② deviance or likelihood ratio goodness of fit test; ③ Hosmer ...
Hu Chunyan, Hu Liangping
doaj +1 more source
Multivariate goodness-of-fit tests based on kernel density estimators
The paper is devoted to multivariate goodness-of-fit ests based on kernel density estimators. Both simple and composite null hypotheses are investigated.
Aleksej Bakshaev, Rimantas Rudzkis
doaj +1 more source
Dry months in the agricultural region of Ribeirão Preto, state of São Paulo-Brazil: an study based on the extreme value theory [PDF]
The application of the Extreme Value Theory (EVT) to model the probability of occurrence of extreme low Standardized Precipitation Index (SPI) values leads to an increase of the knowledge related to the occurrence of extreme dry months.
Gabriel C. Blain
doaj +1 more source
Statistical Power of Goodness-of-Fit Tests for Type~I Left-Censored Data
Type I doubly left-censored data often arise in environmental studies. In this paper, the power of the most frequently used goodness-of-fit tests (Kolmogorov-Smirnov, Cramér-von Mises, Anderson-Darling) is studied considering various sample sizes and ...
Michal Fusek
doaj +1 more source
Tailor-made tests for goodness of fit to semiparametric hypotheses [PDF]
We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the $n^{-1/2}$ scale in every direction, and can be tailored to put substantial power on alternatives of importance.
Bickel, Peter J. +2 more
core +2 more sources
Goodness of Fit Tests and Power Comparisons for Weighted Gamma Distribution
In this paper, a weighted version of Gamma distribution known as Weighted Gamma (WG) distribution has been considered. Various tests of goodness of fit viz Kolmogorov–Smirnov, Cram´er–von Mises and Anderson–Darling have been applied to this family ...
Neetu Singla +2 more
doaj +1 more source

