Results 61 to 70 of about 369,455 (188)

On the Goodness-of-Fit Tests for Some Continuous Time Processes

, 2008
We present a review of several results concerning the construction of the Cramer-von Mises and Kolmogorov-Smirnov type goodness-of-fit tests for continuous time processes. As the models we take a stochastic differential equation with small noise, ergodic
AG Hawkes, AN Borodin, DJ Daley, E Fournie, E Fournie, I Negri, J Durbin, PE Greenwood, RS Liptser, S Dachian, S Iacus, YA Kutoyants, YA Kutoyants, YA Kutoyants, YI Ingster   +14 more
core   +3 more sources

Goodness-of-fit tests for sparse nominal data based on grouping

Nonlinear Analysis, 2012
. For (very) sparse nominal data, common goodness-of-fit tests usually fail. Alternative goodness-of-fit tests based on extended empirical Bayes approach and grouping are proposed and their consistency is proved.
Marijus Radavičius, Pavel Samusenko
doaj  

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, Milosević, Bojana, Obradović, Marko   +2 more
core  

Comparative analysis of Weibull parameter estimation methods for wind resource assessment: A case study in Mexico

Energy Reports
Wind energy, a key renewable source, requires an accurate assessment of its resources, where the Weibull distribution stands out for its ability to model wind variability.
J. Jafet Cruz-Estudillo, Edson Nicolás-Balderas, J. Pablo Arenas-López, Alejandro Villegas-Ortega, Mohamed Badaoui   +4 more
doaj   +1 more source

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., Stephens, Michael A.   +1 more
openaire   +2 more sources

Comparison of nonparametric goodness of fit tests [PDF]

, 1999
We consider two tests for testing the hypothesis that a density lies in a parametric class of densities and compare them by means of simulation. Both considered tests are based on the integrated squared distance of the kernel density estimator from its ...
Läuter, Henning, Sachsenweger, Cornelia
core  

Sobolev tests of goodness of fit of distributions on compact Riemannian manifolds

, 2005
Classes of coordinate-invariant omnibus goodness-of-fit tests on compact Riemannian manifolds are proposed. The tests are based on Gin\'{e}'s Sobolev tests of uniformity. A condition for consistency is given.
Jupp, P. E.
core   +1 more source

Goodness-of-fit tests for copulas [PDF]

Journal of Multivariate Analysis, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS [PDF]

The properties of Pearson’s goodness-of-fit test, as used in density forecast evaluation, income distribution analysis and elsewhere, are analysed. The components-of-chi-squared or “Pearson analog” tests of Anderson (1994) are shown to be less generally ...
Boero, Gianna, Smith, Jeremy, Wallis, Kenneth F   +2 more
core  

Statistical power estimation dataset for external validation GoF tests on EVT distribution

Data in Brief, 2019
This paper presents the statistical power estimation of goodness-of-fit tests for Extreme Value Theory (EVT) distributions. The presented dataset provides quantitative information on the statistical power, in order to enable the sample size selection in ...
Federico Reghenzani, Giuseppe Massari, Luca Santinelli, William Fornaciari   +3 more
doaj   +1 more source