Testing the difference between two data samples is of a particular interest in statistics. being unknown continuous cumulative distribution functions, we wish to test the null hypothesis : :. In this talk, we propose an effective and convenient Bayesian nonparametric approach to assess the equality of two unknown distributions. The method is based on the Kolmogorov distance and approximate samp...

We consider a nonparametric goodness of fit test problem for the drift coefficient of one-dimensional small diffusions. Our test is based on discrete observation of the processes, and the diffusion coefficient is a nuisance function which is estimated in our testing procedure. We prove that the limit distribution of our test is the supremum of the standard Brownian motion, and thus our test is ...

This paper proposes a distribution-free multivariate statistical process control (MSPC) chart to detect general distributional changes in multivariate process variables. The chart is deployed based on a multivariate goodness-of-fit test, which is extensible to high dimensional observations. The chart also employs data-dependent control limits, which are computed on line along with the charting ...

In this paper, we propose a goodness of fit test for continuous time stochastic volatility models based on discretely sampled observations. The proposed test is constructed by measuring deviations between the empirical and true characteristic functions obtained from the hypothesized stochastic volatility model. In this study, both the test statistics based on the fixed and decreasing sampling s...

We prove asymptotic normality of a suitably standardized integrated square difference between a kernel type error density estimator based on residuals and the expected value of the error density estimator based on innovations in GARCH models. This result is similar to that of Bickel-Rosenblatt under i.i.d. set up. Consequently the goodness-of-fit test for the innovation density of the GARCH pro...

This paper reports an empirical test of Schneider’s (1987) selection proposition that organizations select people who share the organization’s values. The values of 412 applicants to nine utility companies in the United Kingdom were captured and their fit to (1) the values of the organization as viewed by members of the Top Team (P–OV fit), (2) the values of the recruiting departments as viewed...

We introduce a formal testing procedure to assess the goodness-of-fit of a fitted inhomogeneous spatial Poisson process model. Our method is based on a discrepancy measure function Dc(t; θ̂) that is constructed by using residuals obtained from the fitted model. We derive the asymptotic distributional properties of Dc(t; θ̂) and then develop a test statistic based on these properties. Our test sta...

We investigate the effects of organizational culture and personal values on performance under individual and team contest incentives. We develop a model of regard for others and in-group favoritism that predicts interaction effects between organizational values and personal values in contest games. These predictions are tested in a computerized lab experiment with exogenous control of both orga...

For the heteroscedastic nonparametric regression model Yni = m(xni)+σ(xni)2ni, i = 1, ..., n, a novel method is proposed for testing that the regression function m is constant. The test statistic is motivated by recent developments in the asymptotic theory for analysis of variance when the number of factor levels is large. Its asymptotic normality is derived under the null hypothesis and suitab...