Related papers: A goodness of fit test for two component two param…
The Weibull distribution is a very applicable model for the lifetime data. In this paper, we have investigated inference on the parameters of Weibull distribution based on record values. We first propose a simple and exact test and a…
In this work, the distributional properties of the goodness-of-fit term in likelihood-based information criteria are explored. These properties are then leveraged to construct a novel goodness-of-fit test for normal linear regression models…
This paper introduces chi-square goodness-of-fit tests to check for conditional distribution model specification. The data is cross-classified according to the Rosenblatt transform of the dependent variable and the explanatory variables,…
The Gaussian graphical model is routinely employed to model the joint distribution of multiple random variables. The graph it induces is not only useful for describing the relationship between random variables but also critical for…
The goodness-of-fit test for discrimination of two tail distribution using higher order statistics is proposed. The consistency of proposed test is proved for two different alternatives. We do not assume belonging the corresponding…
The paper considers the classical Goodness of Fit test. It suggests to use the Gamma distribution for the approximation of the distribution of the Pearson statistics with unknown parameters estimated from raw data. The parameters of these…
We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algorithm for generating exchangeable copies by conditioning on…
Consider a random sample from a continuous multivariate distribution function $F$ with copula $C$. In order to test the null hypothesis that $C$ belongs to a certain parametric family, we construct an empirical process on the unit hypercube…
Pareto distributions are widely used models in economics, finance and actuarial sciences. As a result, a number of goodness-of-fit tests have been proposed for these distributions in the literature. We provide an overview of the existing…
Clinical trials involving paired organs often yield a mixture of unilateral and bilateral data, where each subject may contribute either one or two responses under certain circumstances. While unilateral responses from different individuals…
Studying overlapping coefficients has recently become of great benefit, especially after its use in goodness-of-fit tests. These coefficients are defined as the amount of similarity between two statistical distributions. This research…
We present a new criterion for the goodness of global fits. It involves an exploration of the variation of \chi^2 for subsets of data.
We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the composed error term, and is formulated as a weighted…
This paper discusses two goodness-of-fit testing problems. The first problem pertains to fitting an error distribution to an assumed nonlinear parametric regression model, while the second pertains to fitting a parametric regression model…
The process comparing the empirical cumulative distribution function of the sample with a parametric estimate of the cumulative distribution function is known as the empirical process with estimated parameters and has been extensively…
The paper discusses a test for the hypothesis that a random sample comes from the Cauchy distribution. The test statistics is derived from a characterization and is based on the characteristic function. Properties of the test are discussed…
A goodness-of-fit test for the fitting of a parametric model to data obtained from a detector with finite resolution and limited acceptance is proposed. The parameters of the model are found by minimization of a statistic that is used for…
A new method for calculation of goodness of multidimensional fits in particle physics experiments is proposed. This method finds the smallest and largest clusters of nearest neighbors for observed data points. The cluster size is used to…
This paper presents and examines computationally convenient goodness-of-fit tests for the family of generalized Poisson distributions, which encompasses notable distributions such as the Compound Poisson and the Katz distributions. The…
In this paper we study goodness-of-fit testing of single-index models. The large sample behavior of certain score-type test statistics is investigated. As a by-product, we obtain asymptotically distribution-free maximin tests for a large…