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Goodness-of-Fit Tests for Copulas of Multivariate Time Series
Econometrics, 2017 In this paper, we study the asymptotic behavior of the sequential empirical process and the sequential empirical copula process, both constructed from residuals of multivariate stochastic volatility models. Applications for the detection of structural
Bruno Rémillard
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Random Number Generation and Goodness -of- Fit Tests for the Lerch Distribution [PDF]
The Egyptian Statistical Journal, 2004 The Lerch family of discrete distributions includes as special cases the Zipf, Zipf-Manelbrot, the logarithmic and the polylogarithmic distributions. These positively skewed long tailed distributions are used, independent from each other, in linguistics,
Osama Hussien
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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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Multivariate goodness-of-fit tests based on kernel density estimators
Nonlinear Analysis, 2015 The paper is devoted to multivariate goodness-of-fit ests based on kernel density estimators. Both simple and composite null hypotheses are investigated.
Aleksej Bakshaev, Rimantas Rudzkis
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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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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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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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How to use χ2 test correctly—— the goodness of fit tests and the implementation of the SAS software
Sichuan jingshen weisheng, 2021 The purpose of this article was to introduce the goodness of fit test and its SAS implementation. The main contents included the following four aspects： ① Pearson΄s goodness of fit test； ② deviance or likelihood ratio goodness of fit test； ③ Hosmer ...
Hu Chunyan, Hu Liangping
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Goodness of Fit Tests and Power Comparisons for Weighted Gamma Distribution
Revstat Statistical Journal, 2016 In this paper, a weighted version of Gamma distribution known as Weighted Gamma (WG) distribution has been considered. Various tests of goodness of fit viz Kolmogorov–Smirnov, Cram´er–von Mises and Anderson–Darling have been applied to this family ...
Neetu Singla +2 more
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Upgrading Model Selection Criteria with Goodness of Fit Tests for Practical Applications
Entropy, 2020 The Bayesian information criterion (BIC), the Akaike information criterion (AIC), and some other indicators derived from them are widely used for model selection.
Riccardo Rossi +3 more
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