scientific article
From MaRDI portal
Publication:3998440
zbMath0731.62064MaRDI QIDQ3998440
Publication date: 17 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
score testslikelihood ratio testsWald testssmooth tests of goodness of fitNeyman smooth testsPearson X-square tets
Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items (only showing first 100 items - show all)
Bayesian assessment of goodness of fit against nonparametric alternatives ⋮ ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS ⋮ Testing goodness-of-fit of a logistic regression model with case-control data ⋮ GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION ⋮ Comparing two mixing densities in nonparametric mixture models ⋮ Cochran-Mantel-Haenszel tests for the completely randomised design ⋮ A Smooth Test of Goodness-of-Fit for Growth Curves and Monotonic Nonlinear Regression Models ⋮ Guest editorial. Specification testing ⋮ An automatic portmanteau test for serial correlation ⋮ A bivariate gamma mixture distribution ⋮ On goodness of fit tests for the Poisson, negative binomial and binomial distributions ⋮ Use of an empirical probability generating function for testing a Poisson model ⋮ One sample tests of location for nonnormal symmetric data ⋮ Do components of smooth tests of fit have diagnostic properties? ⋮ Bayesian-motivated tests of function fit and their asymptotic frequentist properties ⋮ Goodness-of-fit tests for dependent data ⋮ On distances and goodness-of-fit tests for detecting multimodal distributions ⋮ Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function ⋮ Smooth tests of goodness of fit for regular distributions ⋮ CALIBRATION OF THE UNI-VARIATE COX–INGERSOLL–ROSS MODEL AND PARAMETERS SELECTION THROUGH THE KULLBACK–LEIBLER DIVERGENCE ⋮ A general family of limited information goodness-of-fit statistics for multinomial data ⋮ On a test of normality based on the empirical moment generating function ⋮ Smooth extensions of Pearsons's product moment correlation and Spearman's rho ⋮ Testing for autocorreiation in nested analysis of variance ⋮ Optimal testing in a three way anova model ⋮ Cramér‐von Mises statistics for discrete distributions ⋮ Generalization of the Kolmogorov--Smirnov test ⋮ Goodness-of-fit tests in mixed models ⋮ Easily applied tests of fit for the Rayleigh distribution ⋮ Distribution-free inference in record series ⋮ On exactness and unbiasedness of confidence bands for a continuous distribution function ⋮ A directional test of exponentiality based on maximum correlations ⋮ Introduction to modern goodness of fit methods ⋮ Exact conditional tests and approximate bootstrap tests for the von Mises distribution ⋮ Anscombe's tests of fit for the negative binomial distribution ⋮ Asymptotic power of CvM statistics for exponentiality against Weibull and gamma alternatives ⋮ A powerful test based on tapering for use in functional data analysis ⋮ Goodness-of-fit tests for semiparametric biased sampling models ⋮ Unnamed Item ⋮ Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data ⋮ Testing for affine equivalence of elliptically symmetric distributions. ⋮ Data-driven smooth tests for the martingale difference hypothesis ⋮ Goodness of fit for the Poisson distribution ⋮ Invariant tests for symmetry about an unspecified point based on the empirical characteristic function. ⋮ Cramér‐von Mises tests of fit for the Poisson distribution ⋮ Testing distributional assumptions using a continuum of moments ⋮ A LAN based Neyman smooth test for Pareto distributions ⋮ ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS ⋮ Data driven smooth tests for composite hypotheses comparison of powers ⋮ Hypothesis Testing in a Mixture Case-Control Model ⋮ Tree based diagnostic procedures following a smooth test of goodness-of-fit ⋮ A class of count models and a new consistent test for the Poisson distribution ⋮ Comparison of five test of fit for the extreme value distribution ⋮ Distributional Overlap: Simple, Multivariate, Parametric, and Nonparametric Tests for Alienation, Convergence, and General Distributional Difference Issues ⋮ Tests of fit for the logarithmic distribution ⋮ Unnamed Item ⋮ Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity ⋮ Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions ⋮ Data-driven smooth test for a location-scale family ⋮ On Asymptotic Minimaxity of Kernel-based Tests ⋮ Data driven smooth test for paired populations ⋮ Goodness‐of‐fit tests of normality for the innovations in ARMA models ⋮ Tailor-made tests for goodness of fit to semiparametric hypotheses ⋮ Data-driven smooth tests for a location-scale family revisited ⋮ Generalised smooth tests of goodness of fit ⋮ Frequentist-Bayes lack-of-fit tests based on Laplace approximations ⋮ Informative statistical analyses using smooth goodness of fit tests ⋮ Partially parametric testing ⋮ The life and work of Michael A. Stephens: a conversation with Richard A. Lockhart and John J. Spinelli ⋮ A basis approach to goodness-of-fit testing in recurrent event models ⋮ Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities ⋮ Tests of Fit for the Geometric Distribution ⋮ An Exponential Inequality for U-Statistics with Applications to Testing ⋮ A GENERALIZED EMERSON RECURRENCE RELATION ⋮ DATA-DRIVEN SMOOTH TESTS AND A DIAGNOSTIC TOOL FOR LACK-OF-FIT FOR CIRCULAR DATA ⋮ Goodness of fit tests for Nakagami distribution based on smooth tests ⋮ Generalized linear failure rate power series distribution ⋮ Smooth goodness-of-fit tests for composite hypothesis in hazard based models ⋮ NEYMAN SMOOTH TESTS FOR THE GENERALIZED PARETO DISTRIBUTION ⋮ Smooth tests for the gamma distribution ⋮ Chi-squared components for tests of fit and improved models for the grouped exponential distribution ⋮ Smooth goodness of fit tests for categorised composite null hypotheses ⋮ Semi-parametric specification tests for mixing distributions ⋮ Comparison of some tests of fit for the Laplace distribution ⋮ A note on goodness-of-fit test of continuation ratio logistic regression models under case-control data ⋮ Data driven smooth tests for bivariate normality ⋮ Data driven smooth test for contaminated data ⋮ Generalised smooth tests for the generalised Pareto distribution ⋮ On Existence of Maximum Likelihood Estimators in Exponential Families ⋮ New smooth test statistics of goodness-of-fit for categorized composite null hypotheses ⋮ A generalized‐moments specification test for the logistic link ⋮ Goodness-of-fit tests for mixed model diagnostics. ⋮ Recent and classical goodness-of-fit tests for the Poisson distribution ⋮ Goodness of fit for thei ordered categories discrete uniform distribution ⋮ EDF and EQf orthogonal component decompositions and tests of uniformity ⋮ Invariant tests for multivariate normality: A critical review ⋮ A vector-based goodness-of-fit metric for interval-scaled data ⋮ A treatment of multivariate skewness, kurtosis, and related statistics. ⋮ A two-sample test when data are contaminated ⋮ Partially observed information and inference about non-Gaussian mixed linear models
This page was built for publication: