Introduction to modern goodness of fit methods

DOI10.1080/15598608.2009.10411944zbMath1211.62078OpenAlexW1992954020WikidataQ60453602 ScholiaQ60453602MaRDI QIDQ2431719

J. C. W. Rayner, Olivier Thas

Publication date: 18 April 2011

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1959.13/808780

zbMATH Keywords

logistic distributionexponential distributionmodel selectionhypothesis testingnegative binomial distributionnonparametric regressionscore and generalised score testsgeneralized two-sided power distributionempirical distribution function testscircular von Mises distributionsmooth tests for location-scale familiestests for ARCH assumptions in financial time series

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Cites Work

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• Nonparametric smoothing and lack-of-fit tests
• Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
• Smooth Tests of Goodness of Fit
• Data-Driven Version of Neyman's Smooth Test of Fit
• Goodness of Fit via Non-parametric Likelihood Ratios
• PROPERLY RESCALED COMPONENTS OF SMOOTH TESTS OF FIT ARE DIAGNOSTIC
• Tests of Fit for Exponentiality based on the Empirical Laplace Transform

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