Browsing Faculty of Natural and Agricultural Sciences by Subject "Goodnessoffit test"
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Data transformations and goodnessoffit tests for typeII right censored samples
(Springer, 2015)We suggest several goodnessoffit (GOF) methods which are appropriate with TypeII right censored data. Our strategy is to transform the original observations from a censored sample into an approximately i.i.d. sample ... 
Diagnostic tests for the distribution of random effects in multivariate mixed effects model
(Taylor & Francis, 2016)Fourier methods are proposed for testing the distribution of random effects in classical and robust multivariate mixed effects models. The test statistics involve estimation of the characteristic function of random effects. ... 
Goodnessoffit tests for parametric specifications of conditionally heteroscedastic models
(Springer, 2020)We consider a goodnessoffit test for certain parametrizations of conditionally heteroscedastic time series with unobserved components. Our test is quite general in that it can be employed to validate any given specification ... 
Goodnessoffit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
(Springer, 2016)We investigate the finitesample properties of certain procedures which employ the novel notion of the probability weighted empirical characteristic function. The procedures considered are: (1) Testing for symmetry in ... 
The probability weighted characteristic function and goodnessoffit testing
(Elsevier, 2014)We introduce the notion of the probability weighted characteristic function (PWCF) as a generalization of the characteristic function. Some of the properties of the PWCF and of its empirical counterpart are studied and the ... 
Testing the adequacy of semiparametric transformation models
(Springer, 2018)We consider a semiparametric model whereby the response variable following a transformation can be expressed by means of a regression model. In this model, the form of the transformation is specified analytically (up to ... 
Tests for time series of counts based on the probabilitygenerating functions for time series of counts based on the probabilitygenerating function
(Taylor & Francis, 2015)We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law. The new test statistics incorporate the ...