搜索结果: 1-15 共查到“goodness-of-fit”相关记录30条 . 查询时间(0.085 秒)
Estimation and goodness-of-fit for the Cox model with various types of censored data
Bivariate right censored data Bivariate data under univariate right censoring Bootstrap Doubly censored data Empirical likelihood Goodness-of-fit Partly interval-censored data
2015/12/11
The currently existing estimation methods and goodness-of-fit tests for the Cox model mainly deal with right censored data, but they do not have direct extension to other complicated types of censored...
Goodness of fit tests with interval censored data
bootstrap leveraged bootstrap parametric family goodness of fit test
2015/12/11
Cramer–von Mises type goodness of fit tests for interval censored data case 2 are proposed based on a resampling method called the leveraged bootstrap,and their asymptotic consistency is shown.The pro...
Asymptotic Efficiency of Goodness-of-fit Tests for the Power Function Distribution Based on Puri--Rubin Characterization
Power function distribution,U-statistics characterizations Bahadur efficiency
2012/9/18
We construct integral and supremum type goodness-of-fit tests for the family of power distribution functions. Test statistics are functionals of U−empirical processes and are based on the classi...
Goodness-of-Fit tests with Dependent Observations
Extreme value statistics Stochastic processes Models of financial markets
2011/7/7
We revisit the Kolmogorov-Smirnov and Cram\'er-von Mises goodness-of-fit (GoF) tests and propose a generalisation to identically distributed, but dependent univariate random variables. We show that th...
Improved estimator of the entropy and goodness of fit tests in ranked set sampling
Ordered Ranked set sampling Judgement ranking Order statistic Information theory
2011/7/5
The entropy is one of the most applicable uncertainty measures in many statistical and en- gineering problems. In statistical literature, the entropy is used in calculation of the Kullback- Leibler (K...
Goodness-of-Fit tests with Dependent Observations
Extreme value statistics Stochastic processes Models of financial markets
2011/7/4
We revisit the Kolmogorov-Smirnov and Cram´er-von Mises goodness-offit
(GoF) tests and propose a generalisation to identically distributed, but dependent
univariate random variables. We show t...
Multivariate Goodness of Fit Procedures for Unbinned Data: An Annotated Bibliography
Multivariate Goodness An Annotated Bibliography
2011/3/21
Unbinned maximum likelihood is a common procedure for parameter estimation. After parameters have been estimated, it is crucial to know whether the fit model adequately describes the experimental data...
A goodness-of-fit test for bivariate extreme-value copulas
extreme-value copula goodness of fi t parametric bootstrap Pickands dependence function rank-based inference
2011/3/21
It is often reasonable to assume that the dependence structure of a bivariate continuous distribution belongs to the class of extreme-value copulas. The latter are characterized by their Pickands depe...
Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes
Long range dependence linear processes wavelet estimator semiparametric estimator
2011/1/18
This paper is first devoted to study an adaptive wavelet based estimator of the long memory parameter for linear processes in a general semi-parametric frame. This is an extension of Bardet et al. (20...
Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes
Statistics Theory (math.ST)
2010/12/17
This paper is first devoted to study an adaptive wavelet based estimator of the long memory parameter for linear processes in a general semi-parametric frame. This is an extension of Bardet {\it et al...
Exploiting the information content of hydrological ''outliers'' for goodness-of-fit testing
information content hydrological outliers goodness-of-fit testing
2010/12/22
Validation of probabilistic models based on goodness-of-fit tests is an essential step for the frequency analysis of extreme events. The outcome of standard testing techniques, however, is mainly dete...
Adaptive estimator of the memory parameter and goodness-of-fit test using a multidimensional increment ratio statistic
Long-memory Gaussian processes goodness-of-fit test estimation of the memory parameter
2010/10/14
The Increment Ratio (IR) statistic was first defined and studied in Surgailis {\it et al.} (2008) for estimating the long-memory parameter either of a stationary or an increment stationary Gaussian p...
Residuals and goodness-of-fit tests for stationary marked Gibbs point processes
stationary marked Gibbs point processes residuals goodness-of-fit test quadrat count-ing test maximum pseudolikelihood estimator
2010/3/10
The inspection of residuals is a fundamental step to investigate the
quality of adjustment of a parametric model to data. For spatial
point processes, the concept of residuals has been recently prop...
A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
additive regression bootstrap empirical likelihood goodness of fit infinite-dimensional parameter kernel estimation monotone regression
2010/3/9
We propose an empirical likelihood test that is able to test the goodness of fit of a class of parametric and semi-parametric multiresponse regression models. The class includes as special cases
full...
A goodness of fit approach to monotone variance residual life class of life distributions
DVRL (IVRL) class of life distribution exponentiality
2010/9/13
Based on the goodness of fit approach, a new test is presented for testing exponentiality versus decreasing (increasing) variance remaining life distribution DVRL (IVRL). The percentiles of these test...