Results 81 to 90 of about 576,539 (188)

Portmanteau goodness-of-fit test for asymmetric power GARCH models [PDF]

open access: yes
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.
Carbon, Michel, Francq, Christian
core   +1 more source

RELIABILITY ENHANCEMENT USING OPTIMIZATION ANALYSIS

open access: yesScientific Journal of Silesian University of Technology. Series Transport, 2018
This paper presents an optimization analysis of a queuing system for a particular post office as a tool to increase system reliability. The consideration of system reliability in terms of queuing system failures is very relevant.
Radovan MADLENAK   +3 more
doaj   +1 more source

Statistical Analysis of the Maximum Annual Rainfall Data at Al-Shuwaija Marshes in Wasit Governorate, Iraq

open access: yesTikrit Journal of Engineering Sciences
Five statistical distributions were used in this study to model the maximum annual rainfall at five metrological stations in and around Al-Shuwaija Marshes in Wasit governorate, Iraq. These stations are Badra, Sumar, Kut, Ilam, and Mehran. Selecting the
Rana Abdul-Kader Salih   +3 more
doaj   +1 more source

Asymptotic properties of a goodness-of-fit test based on maximum correlations [PDF]

open access: yes
We study the efficiency properties of the goodness-of-fit test based on the Qn statistic introduced in Fortiana and Grané (2003) using the concepts of Bahadur asymptotic relative efficiency and Bahadur asymptotic optimality.
Anna V. Tchirina, Aurea Grane
core  

Simulation study on copulas

open access: yesSahand Communications in Mathematical Analysis, 2014
There are several theorical results about order statistics and copulas in the literature that have been mentioned also by Nelsen \cite{p20}. The present study after reviewing some of these results, relies on simulation technique to investigate the ...
Sinem Tuğba Şahin Tekin   +2 more
doaj  

Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models [PDF]

open access: yes
This paper utilizes the bootstrap to construct tests using the measures for goodness-of-fit for nonnested regression models. The bootstrap enables us to compute the statistical significance of the differences in the measures and to formally test on ...
Jeong, Jinook
core   +1 more source

Fitting and goodness-of-fit test of non-truncated and truncated power-law distributions

open access: yes, 2013
Power-law distributions contain precious information about a large variety of processes in geoscience and elsewhere. Although there are sound theoretical grounds for these distributions, the empirical evidence in favor of power laws has been ...
Corral, Alvaro, Deluca, Anna
core  

Goodness-of-Fit Tests for COM-Poisson Distribution Using Stein's Characterization

open access: yesAustrian Journal of Statistics
A crucial part of data analysis is to assess the adequacy of the fit of the probability models used, and such assessment is generally made using the goodness-of-fit tests.
Traison T, V S Vaidyanathan
doaj   +1 more source

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