Goodness-of-Fit Test: Khmaladze Transformation vs Empirical Likelihood
This paper compares two asymptotic distribution free methods for goodness-of-fit test of one sample of location-scale family: Khmaladze transformation and empirical likelihood methods.
Kim, Jiwoong
core
A maximum-mean-discrepancy goodness-of-fit test for censored data [PDF]
We introduce a kernel-based goodness-of-fit test for censored data, where observations may be missing in random time intervals: a common occurrence in clinical trials and industrial life-testing.
Fernández, Tamara, Gretton, Arthur
core +1 more source
Robust correlation coefficient goodness-of-fit test for the Gumbel distribution
Background & Aim: A single outlier can even have a large disturbing effect on a classical statistical method that is optimal under the classical assumptions.
Abbas Mahdavi
doaj
Goodness of fit test for uniform distribution with censored observation. [PDF]
Sreedevi EP, Kattumannil SK.
europepmc +1 more source
Goodness-of-fit tests for correlated data [PDF]
Biometrika, 62 (3)
openaire +4 more sources
Goodness-of-fit testing for regime-switching models [PDF]
In this paper we propose a novel goodness-of-fit testing scheme for regime-switching models. We consider models with an observable, as well as, a latent state process.
Janczura, Joanna, Weron, Rafal
core +1 more source
Goodness-of-fit tests for the Compound Rayleigh distribution with application to real data
An important problem in statistics is to obtain information about the form of the population from which the sample is drawn. Goodness of fit (GOF) tests is employed to determine how well the observed sample data “fits” some proposed model. The well known
Majdah M. Badr
doaj +1 more source
An information ratio-based goodness-of-fit test for copula models on censored data. [PDF]
Sun T, Cheng Y, Ding Y.
europepmc +1 more source
A goodness-of-fit test based on neural network sieve estimators. [PDF]
Shen X, Jiang C, Sakhanenko L, Lu Q.
europepmc +1 more source
Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models [PDF]
This paper proposes a nonparametric simultaneous test for parametric specification of the conditional mean and variance functions in a time series regression model. The test is based on an empirical likelihood (EL) statistic that measures the goodness of
Jiti Gao, Song Xi Chen
core

