cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models
Many goodness-of-fit tests have been developed to assess the different assumptions of a (possibly heteroscedastic) regression model. Most of them are ‘directional’ in that they detect departures from a given assumption of the model.
R. Azaïs +2 more
semanticscholar +1 more source
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
Conditional Goodness-of-Fit Tests for Discrete Distributions [PDF]
In this paper, we address the problem of testing goodness-of-fit for discrete distributions, where we focus on the geometric distribution. We define new likelihood-based goodness-of-fit tests using the beta-geometric distribution and the type I discrete ...
Rasmus Erlemann, B. Lindqvist
semanticscholar +1 more source
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
A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution [PDF]
In this paper, we present the results from an empirical power comparison of 40 goodness-of-fit tests for the univariate Laplace distribution, carried out using Monte Carlo simulations with sample sizes n = 20, 50, 100, 200, significance levels , and 400 ...
Alain Desgagn'e +2 more
semanticscholar +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
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
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
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
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

