On the Canonical-Based Goodness-of-fit Tests for Multivariate Skew-Normality

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 Tests for Copulas of Multivariate Time Series

In this paper, we study the asymptotic behavior of the sequential empirical process and the sequential empirical copula process, both constructed from residuals of multivariate stochastic volatility models. Applications for the detection of structural changes and specification tests of the distribution of innovations are discussed. It is also shown that if the stochastic volatility matrices are...

On Goodness-of-fit Tests

An Updated Review of Goodness of Fit Tests Based on Entropy

Different approaches to goodness of fit (GOF) testing are proposed. This survey intends to present the developments on Goodness of Fit based on entropy during the last 50 years, from the very first origins until the most recent advances for different data and models. Goodness of fit tests based on Shannon entropy was started by Vasicek in 1976 and were continued by many authors. In this paper, ...

Goodness-of-fit Tests Based on the Kernel Density Estimator

Given an i.i.d. sample drawn from a density f on the real line, the problem of testing whether f is in a given class of densities is considered. Testing procedures constructed on the basis of minimizing the L1-distance between a kernel density estimate and any density in the hypothesized class are investigated. General non-asymptotic bounds are derived for the power of the test. It is shown tha...

the washback effect of discretepoint vs. integrative tests on the retention of content in knowledge tests

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