Data-driven stabilizations of goodness-of-fit tests

The Comparison Between Goodness of Fit Tests for Copula

‎Copula functions as a model can show the relationship between variables‎. ‎Appropriate copula function for a specific application is a function that shows the dependency between data in a best way‎. ‎Goodness of fit tests theoretically are the best way in selection of copula function‎. ‎Different ways of goodness of fit for copula exist‎. ‎In this paper we will examine the goodness of fit test...

On Goodness-of-fit Tests

Tests of goodness of fit to multiple data sets

We propose a new and rather stringent criterion for testing the goodness of fit between a theory and experiment. It is motivated by the paradox that the criterion on χ2 for testing a theory is much weaker than the criterion for finding the best fit value of a parameter in the theory. We present a method by which the stronger parameterfitting criterion can be applied to subsets of data in a glob...

Optimal goodness-of-fit tests for recurrent event data.

A class of tests for the hypothesis that the baseline intensity belongs to a parametric class of intensities is given in the recurrent event setting. Asymptotic properties of a weighted general class of processes that compare the non-parametric versus parametric estimators for the cumulative intensity are presented. These results are given for a sequence of Pitman alternatives. Test statistics ...

Goodness-of-Fit Tests with Right-Censored Discrete Data

A class of goodness-of-fit tests for right-censored discrete data is described. Finite and asymptotic properties of the test statistics are presented. Specific members of this class of tests are illustrated, and in particular, a class of tests for the null hypothesis that the discrete failure times are geometrically distributed is described. Under the geometric failure time setting, simulation ...