A new set of tools for goodness-of-fit validation
From MaRDI portal
Publication:6595791
DOI10.1214/24-ejs2266MaRDI QIDQ6595791
Could not fetch data.
Publication date: 30 August 2024
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
model validationsmooth testselection ruledata driven testChi-square testgraphical inferencePP plotcomparison curvediagnostic component
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A goodness-of-fit test for elliptical distributions with diagnostic capabilities
- Weighted correlation tests for location-scale families
- Data-driven smooth tests for a location-scale family revisited
- On the asymptotic power of the two-sided Kolmogorov-Smirnov test
- Decompositions of Pearson's chi-squared test
- Comparing distributions
- Tests of goodness of fit based on the \(L_2\)-Wasserstein distance
- Vanishing shortcoming and asymptotic relative efficiency.
- Global power functions of goodness of fit tests.
- Nonparametric tests for stochastic ordering
- Informative goodness-of-fit for multivariate distributions
- A permutation test for the two-sample right-censored model
- Global and local two-sample tests via regression
- Quantile probability and statistical data modeling
- Weak convergence of the sample distribution function when parameters are estimated
- An automatic portmanteau test for serial correlation
- A chi-square goodness-of-fit test for continuous distributions against a known alternative
- Two-Sample Test Against One-Sided Alternatives
- A Smooth Test of Goodness-of-Fit for Growth Curves and Monotonic Nonlinear Regression Models
- Testing for Lack of Fit in Inverse Regression—with Applications to Biophotonic Imaging
- Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach
- A Decomposition of Pearson–Fisher and Dzhaparidze–Nikulin Statistics and Some Ideas for a More Powerful Test Construction
- Asymptotic Theory of Goodness of Fit Tests when Parameters are Present:A Surrey
- Goodness-of-fit test statistics that dominate the Kolmogorov statistics
- Data-Driven Version of Neyman's Smooth Test of Fit
- Data driven chi-square test for uniformity with unequal cells
- Data-Driven Rank Tests for Independence
- Goodness‐of‐fit tests of normality for the innovations in ARMA models
- The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data
- Data driven versions of pearson's chisquare test for uniformity
- Intermediate efficiency of some weighted goodness-of-fit statistics
- Intermediate efficiency of tests under heavy-tailed alternatives
- BET on Independence
- Detection of non-Gaussianity
- Generalised Smooth Tests of Goodness of Fit Utilising L‐moments
- The Power to See: A New Graphical Test of Normality
- Pairwise nonlinear dependence analysis of genomic data
This page was built for publication: A new set of tools for goodness-of-fit validation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6595791)