Goodness of Fit via Non-parametric Likelihood Ratios
نویسندگان
چکیده
منابع مشابه
Goodness-of-fit Tests via Phi-divergences
By Leah Jager∗ and Jon A. Wellner† Grinnell College and University of Washington A unified family of goodness-of-fit tests based on φ−divergences is introduced and studied. The new family of test statistics Sn(s) includes both the supremum version of the Anderson-Darling statistic and the test statistic of Berk and Jones (1979) as special cases (s = 2 and s = 1 respectively). We also introduce ...
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Maximum likelihood fits to data can be performed using binned data and unbinned data. The likelihood fits in either case produce only the fitted quantities but not the goodness of fit. With binned data, one can obtain a measure of the goodness of fit by using the χ2 method, after the maximum likelihood fitting is performed. With unbinned data, currently, the fitted parameters are obtained but n...
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Standard goodness-of-fit tests for a parametric regression model against a series of nonparametric alternatives are based on residuals arising from a fitted model.When a parametric regression model is compared with a nonparametric model, goodness-of-fit testing can be naturally approached by evaluating the likelihood of the parametric model within a nonparametric framework. We employ the empiri...
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2004
ISSN: 0303-6898,1467-9469
DOI: 10.1111/j.1467-9469.2004.00403.x