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...
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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 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 کاملA Kernel Test of Goodness of Fit
We propose a nonparametric statistical test for goodness-of-fit: given a set of samples, the test determines how likely it is that these were generated from a target density function. The measure of goodness-of-fit is a divergence constructed via Stein’s method using functions from a Reproducing Kernel Hilbert Space. Our test statistic is based on an empirical estimate of this divergence, takin...
متن کاملGoodness of Fit Test for Dependent Observations
Introduction. The goodness of t tests of the empirical data to one theoretical distribution, and particularly the χ of Pearson, are very used in practice, also as preliminary step for the use of methods of parametric inference which are consistent with precise models of distribution. Gasser [10] explored the χ test for correlated data by simulations and, subsequently, Moore [14] and Gleser and ...
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2005
ISSN: 1548-7660
DOI: 10.18637/jss.v014.i13