منابع مشابه
Bayes Factors for Goodness of Fit Testing
We propose the use of the generalized fractional Bayes factor for testing fit in multinomial models. This is a non-asymptotic method that can be used to quantify the evidence for or against a sub-model. We give expressions for the generalized fractional Bayes factor and we study its properties. In particular, we show that the generalized fractional Bayes factor has better properties than the fr...
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In this talk we shall discuss the problem of fitting a distribution function to the marginal distribution of a long memory process. It is observed that unlike in the i.i.d. set up, classical tests based on empirical process are relatively easy to implement. More importantly, we discuss fitting the marginal distribution of the error process in location, scale and linear regression models. An int...
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The modeling of relationships between motor vehicle crashes and underlying factors has been investigated for more than three decades. Recently, many highway safety studies have documented the use of negative binomial (NB) regression models. On rare occasions, the Poisson model may be the only alternative especially when crash sample mean is low. Pearson's X(2) and the scaled deviance (G(2)) are...
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Robust distances are mainly used for the purpose of detecting multivariate outliers. The precise definition of cut-off values for formal outlier testing assumes that the “good” part of the data comes from a multivariate normal population. Robust distances also provide valuable information on the units not declared to be outliers and, under mild regularity conditions, they can be used to test th...
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We consider the goodness of fit testing problem for ergodic diffusion processes. The basic hypothesis is supposed to be simple. The diffusion coefficient is known and the alternatives are described by the different trend coefficients. We study the asymptotic distribution of the Cramer-von Mises type tests based on the empirical distribution function and local time estimator of the invariant den...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2007
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2005.09.002