搜索结果: 1-7 共查到“管理学 goodness-of-fit tests”相关记录7条 . 查询时间(0.108 秒)
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...
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...
Goodness-of-Fit Tests for Perturbed Dynamical Systems
Cramer-von Mises Kolmogorov-Smirnov and Chi-Square tests diffusion process goodness of fit hypotheses testing
2010/3/19
We consider the goodness of fit testing problem for stochastic differential
equation with small diffusion coefficient. The basic hypothesis
is always simple and it is described by the known trend co...
On the Goodness-of-Fit Tests for Some Continuous Time Processes
Hypotheses testing diffusion process Poisson process selfexcitingprocess goodness-of-fit tests
2010/3/19
We present a review of several results concerning the construction
of the Cram´er-von Mises and Kolmogorov-Smirnov type goodnessof-
fit tests for continuous time processes. As the models we ta...
Goodness of fit tests for the skew-Laplace distribution
Maximum likelihood estimator non-regular models Anderson-Darling statistic Cramer-von Mises statistic
2009/2/23
The skew-Laplace distribution is frequently used to fit the logarithm of particle sizes and it is also used in Economics, Engineering, Finance and Biology. We show the Anderson-Darling and Cramer-von ...