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Goodness-of-Fit Tests in Nonparametric Regression [PDF]
SSRN Electronic Journal, 2006 AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.
Einmahl, J.H.J., Keilegom, I. van
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On Entropy Test for Conditionally Heteroscedastic Location-Scale Time Series Models
Entropy, 2017 This study considers the goodness of fit test for a class of conditionally heteroscedastic location-scale time series models. For this task, we develop an entropy-type goodness of fit test based on residuals.
Sangyeol Lee, Minjo Kim
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Frontiers in Psychology, 2018 The performance of the limited-information statistic M2 for diagnostic classification models (DCMs) is under-investigated in the current literature. Specifically, the investigations of M2 for specific DCMs rather than general modeling frameworks are ...
Fu Chen, Yanlou Liu, Tao Xin, Ying Cui
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New L2-type exponentiality tests [PDF]
, 2019 We introduce new consistent and scale-free goodness-of-fit tests for the exponential distribution based on the Puri-Rubin characterization. For the construction of test statistics we employ weighted L2 distance between V-empirical Laplace transforms of ...
Cuparić, Marija +2 more
core
Goodness-of-fit test for copulas [PDF]
Copulas are often used in finance to characterize the dependence between assets. However, a choice of the functional form for the copula is an open question in the literature.
Panchenko, V.
core
On APF Test for Poisson Process with Shift and Scale Parameters
, 2018 We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramer-von Mises type is proposed and its asymptotic behavior is studied.
Dabye, A. S. +2 more
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Statistical Analysis of Failure Time of the Molar Tooth Using Goodness-of-Fit Technique for Interval Censored Data [PDF]
Majallah-i dānishgāh-i ̒ulūm-i pizishkī-i Arāk, 2016 Background: The failure time of permanent tooth is of the form of interval censored since the exact time of tooth decay is not available and it is only known that tooth decay occurs between two consecutive visits.
Reza Pakyari +2 more
doaj
A Kernel Test of Goodness of Fit [PDF]
, 2016 We propose a nonparametric statistical test for goodness-of-fit: given a set of samples, the test determines how likely it is that these were generated from a target density function. The measure of goodness-of-fit is a divergence constructed via Stein's
Chwialkowski, K +2 more
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Finite Sample Corrections for Parameters Estimation and Significance Testing
Frontiers in Applied Mathematics and Statistics, 2018 An increasingly important problem in the era of Big Data is fitting data to distributions. However, many stop at visually inspecting the fits or use the coefficient of determination as a measure of the goodness of fit.
Boon Kin Teh +6 more
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Construction of a geographically weighted nonparametric regression model fit test
MethodsXOne of the approach of Geographically Weighted Regression (GWR) models is the Geographically Weighted Nonparametric Regression (GWNR) has more parameters than the GWR model.
Lilis Laome +2 more
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