Goodness-of-Fit Tests for Categorical Data

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...

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...

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 for multiplicative models with dependent data

Several classical time series models can be written as a regression model of the form Yt = m(Xt) + σ(Xt)εt, where (Xt, Yt), t = 0,±1,±2, . . ., is a bivariate strictly stationary process. Some of those models, such as ARCH or GARCH models, share the property of proportionality of the regression function, m, and the scale function, σ. In this article, we present a procedure to test for this feat...

On Goodness-of-fit Tests