Comparing time-accuracy curves: Beyond goodness-of-fit measures

Goodness-of-Fit Measures for Induction Trees

This paper is concerned with the goodness-of-fit of induced decision trees. Namely, we explore the possibility to measure the goodnessof-fit as it is classically done in statistical modeling. We show how Chisquare statistics and especially the Log-likelihood Ratio statistic that is abundantly used in the modeling of cross tables, can be adapted for induction trees. Not only is the Log-likelihoo...

Goodness of fit measures for discrete categorical data

A goodness of fit χ 2 test evaluates the degree to which an observed discrete distribution over one dimension differs from another. A typical application of this test is to consider whether a specialisation of a set, i.e. a subset, differs in its distribution from a starting point (Wallis forthcoming). Like the chi-square test for homogeneity (2 × 2 or generalised row r × column c test), the nu...

Goodness of Fit

Nonparametric Goodness-of-fit

This paper develops an approach to testing the adequacy of both classical and Bayesian models given sample data. An important feature of the approach is that we are able to test the practical scientiic hypothesis of whether the true underlying model is close to some hypothesized model. The notion of closeness is based on measurement precision and requires the introduction of a metric for which ...

Goodness-of-Fit Tests for Copulas of Multivariate Time Series

In this paper, we study the asymptotic behavior of the sequential empirical process and the sequential empirical copula process, both constructed from residuals of multivariate stochastic volatility models. Applications for the detection of structural changes and specification tests of the distribution of innovations are discussed. It is also shown that if the stochastic volatility matrices are...