Browsing Research Output by Subject "Bootstrap"
Now showing items 1-6 of 6
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An ‘apples to apples’ comparison of various tests for exponentiality
(Springer, 2017)The exponential distribution is a popular model both in practice and in theoretical work. As a result, a multitude of tests based on varied characterisations have been developed for testing the hypothesis that observed ... -
Bootstrap procedures for online monitoring of changes in autoregressive models
(Taylor & Francis, 2016)We compare the behavior of several bootstrap procedures for monitoring changes in the error distribution of autoregressive time series. The proposed procedures are designed to control the overall significance level and ... -
Modified tests for exponentiality in the presence of Type II right censored data
(Wiley, 2019)The exponential distribution is one of the most popular choices of model, especially in survival analysis and reliability theory. Typically, to test the hypothesis that the underlying distribution of lifetimes are exponentially ... -
A new approach to function-based hypothesis testing in location-scale families
(Taylor & Francis, 2013)Motivated by two applications in the mining industry, we introduce a new approach to testing the hypothesis that two-sampled distributions are simply location and scale changes of one another. The test, applicable to both ... -
New semiparametric and nonparametric bootstrap tests for Spearman's rho
(SASA, 2011)In this paper we propose two bootstrap-based tests for Spearman's rho. The first is a semiparametric test based on copulas, while the second is a nonparametric test. The efficiency of the tests are investigated by means ... -
On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests
(Taylor & Francis, 2015)We propose a data-dependent method for choosing the tuning parameter appearing in many recently developed goodness-of-fit test statistics. The new method, based on the bootstrap, is applicable to a class of distributions ...