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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
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
A goodness-of-fit test for the multivariate Poisson distribution
(Institut d'Estadística de Catalunya, 2016)
Bivariate count data arise in several different disciplines and the bivariate Poisson distribution is commonly used to model them. This paper proposes and studies a computationally convenient goodness-of-fit test for this ...
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 ...