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The sensitivity of chi-squared goodness-of-fit tests to the partitioning of data [PDF]
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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Evaluating the Three Methods of Goodness of Fit Test for Frequency Analysis [PDF]
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
doaj +1 more source
Goodness of Fit Test of an Autocorrelated Time Series Cubic Smoothing Spline Model
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
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
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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Nonparametric Bayesian estimation and goodness of fit test [PDF]
We first make a review of prior distributions neutral to the right, and then we get the Bayes rule for the survival function S(t) = 1 - F(t), with quadratic loss, with these prior distributions.
Quesada Paloma, Vicente +1 more
core +1 more source
Goodness-of-fit tests for copulas [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A New Goodness of Fit Test for Multivariate Normality and Comparative Simulation Study
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
doaj +1 more source
Multinomial Goodness-Of-Fit Tests
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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