منابع مشابه
Goodness-of-fit test for meta-analysis
Meta-analysis is a very useful tool to combine information from different sources. Fixed effect and random effect models are widely used in meta-analysis. Despite their popularity, they may give us misleading results if the models don't fit the data but are blindly used. Therefore, like any statistical analysis, checking the model fitting is an important step. However, in practice, the goodness...
متن کاملA Goodness of Fit Test For Exponentiality Based on Lin-Wong Information
In this paper, we introduce a goodness of fit test for expo- nentiality based on Lin-Wong divergence measure. In order to estimate the divergence, we use a method similar to Vasicek’s method for estimat- ing the Shannon entropy. The critical values and the powers of the test are computed by Monte Carlo simulation. It is shown that the proposed test are competitive with other tests of exponentia...
متن کاملGoodness-of-Fit Test for Monotone Functions
In this article, we develop a test for the null hypothesis that a real-valued function belongs to a given parametric set against the non-parametric alternative that it is monotone, say decreasing. The method is described in a general model that covers the monotone density model, the monotone regression and the right-censoring model with monotone hazard rate. The criterion for testing is an L p-...
متن کاملA general goodness-of-fit test for survival analysis
Existing goodness-of-fit tests for survival data are either exclusively graphical in nature or only test specific model assumptions, such as the proportional hazards assumption. We describe a flexible, parameter-free goodnessof-fit test that provides a simple numerical assessment of a model’s suitability regardless of the structure of the underlying model. Intuitively, the goodnessof-fit test u...
متن کاملGoodness-of-fit test for copulas
Copulas are often used in finance to characterize the dependence between assets. However, a choice of the functional form for the copula is an open question in the literature. This paper develops a goodness-of-fit test for copulas based on positive definite bilinear forms. The suggested test avoids the use of plug-in estimators that is the common practice in the literature. The test statistics ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Scientific Reports
سال: 2015
ISSN: 2045-2322
DOI: 10.1038/srep16983