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Mostrando ítems 1-10 de 25
Artículo
Tests for the equality of conditional variance functions in nonparametric regression
(Institute of Mathematical Statistics, 2015-08-27)
In this paper we are interested in checking whether the conditional variances are equal in k ≥ 2 location-scale regression models. Our procedure is fully nonparametric and is based on the comparison of the error ...
Artículo
On the Muth Distribution
(Vilnius Gediminas Technical University Journals, 2015-05-15)
The Muth distribution is a continuous random variable introduced inthe context of reliability theory. In this paper, some mathematical properties of themodel are derived, including analytical expressions for the ...
Artículo
The Power Muth Distribution
(Vilnius Gediminas Technical University, 2017-03-01)
Muth introduced a probability distribution with application in relia-bility theory. We propose a new model from the Muth law. This paper studies itsstatistical properties, such as the computation of the moments, ...
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
On the Muth Distribution
(Vilnius teach journals, 2015-06-02)
The Muth distribution is a continuous random variable introduced in the context of reliability theory. In this paper, some mathematical properties of the model are derived, including analytical expressions for the moment ...
Artículo
A class of goodness-of-fit tests for circular distributions based on trigonometric moments
(Statistical Institute of Catalonia, 2019)
We propose a class of goodness–of–fit test procedures for arbitrary parametric families of circular distributions with unknown parameters. The tests make use of the specific form of the characteristic function of the ...
Artículo
A test for Gaussianity in Hilbert spaces via theempirical characteristic functional
(Wiley, 2020-04-28)
LetX1,X2,...be independent and identically distributedrandom elements taking values in a separable HilbertspaceH. With applications for functional data in mind,Hmay be regarded as a space of square-integrable func-tions, ...
Artículo
On sparse ensemble methods: an application to short-term predictions of the evolution of COVID-19
(Elsevier, 2021-04-18)
Since the seminal paper by Bates and Granger in 1969, a vast number of ensemble methods that combine different base regressors to generate a unique one have been proposed in the literature. The so-obtained regressor method ...
Artículo
A Monte Carlo comparison of three consistent bootstrap procedures
(Taylor & Francis, 2009-04)
Since bootstrap samples are simple random samples with replacement from the original sample, the information content of some bootstrap samples can be very low. To avoid this fact, some authors have proposed several variants ...
Artículo
A new class of tests for multinormality with i.i.d. and garch data based on the empirical moment generating function
(Springer, 2019-06)
We generalize a recent class of tests for univariate normality that are based on the empirical moment generating function to the multivariate setting, thus obtaining a class of affine invariant, consistent and easy-to-use ...