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Artículo
Computationally efficient goodness-of-fit tests for the error distribution in nonparametric regression
(Instituto Nacional de Estatística (Portugal), 2018-01)
Several procedures have been proposed for testing goodness-of-fit to the error distribution in nonparametric regression models. The null distribution of the associated test statistics is usually approximated by means of a ...
Artículo
Testing the equality of a large number of means of functional data
(Elsevier, 2021)
Given k independent samples of functional data, this paper deals with the problem of testing for the equality of their mean functions. In contrast to the classical setting, where k is kept fixed and the sample size from ...
Artículo
Empirical characteristic function tests for GARCH innovation distribution using multipliers
(Taylor & Francis, 2017)
Goodness-of-fit tests for the innovation distribution in GARCH models based on measuring deviations between the empirical characteristic function of the residuals and the characteristic function under the null hypothesis ...
Artículo
Minimum penalized φ-divergence estimation under model misspecification
(MDPI, 2018-04-30)
This paper focuses on the consequences of assuming a wrong model for multinomial data when using minimum penalized φ-divergence, also known as minimum penalized disparity estimators, to estimate the model parameters. These ...
Artículo
Reduced bootstrap for the median
(Academia Sinica (Institute of Statistical Science), 2004-10)
In this paper we study a modified bootstrap that consists of only considering those bootstrap samples satisfying k1 ≤ νn ≤ k2, for some 1 ≤ k1 ≤ k2 ≤ n, where νn is the number of distinct original observations in the ...