Goodness-of-fit tests for a heavy tailed distribution

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...

Distribution Free Goodness-of-fit Tests for Linear Processes

This article proposes goodness-of-...t tests based on a linear transformation of Barlett’s Tp¡process, which converges weakly to the standard Brownian motion under the null hypothesis, in the lines suggested by Khmaladze (1981). We show that the proposed test is capable to detect contiguous alternatives converging to the null at rate n¡1=2: A Monte Carlo study illustrates the performance of the...

Goodness of fit Tests for Generalized Frechet Distribution

An important problem in statistics is to obtain information about the form of the population from which the sample is drawn. Goodness of fit test is employed to determine how well the observed sample data "fits" some proposed model. The standard goodness of fit statistics are inappropriate when the parameters of the hypothesized distribution are estimated from the data used for the test. In thi...

A New Goodness-of-Fit Test for a Distribution by the Empirical Characteristic Function

Extended Abstract. Suppose n i.i.d. observations, X1, …, Xn, are available from the unknown distribution F(.), goodness-of-fit tests refer to tests such as H0 : F(x) = F0(x) against H1 : F(x) $neq$ F0(x). Some nonparametric tests such as the Kolmogorov--Smirnov test, the Cramer-Von Mises test, the Anderson-Darling test and the Watson test have been suggested by comparing empirical ...

On Goodness-of-fit Tests