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A note on goodness of fit test using moments
Statistica, 2007 The purpose of this article is to introduce a general moment-based approach to derive formal goodness of fit tests of a parametric family. We show that, in general, an approximate normal test or a chi-squared test can be derived by exploring the moment ...
Alex Papadopoulos, Gang Li
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The sensitivity of chi-squared goodness-of-fit tests to the partitioning of data [PDF]
, 2005 In this paper we conduct a Monte Carlo study to determine the power of Pearson’s overall goodness-of-fit test as well as the “Pearson analog” tests (see Anderson (1994)) to detect rejections due to shifts in variance, skewness and kurtosis, as we vary
Smith, Jeremy +5 more
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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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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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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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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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