The following pages link to (Q3730807):
Displayed 50 items.
- A modified Kolmogorov-Smirnov test for a rectangular distribution with unknown parameters: Computation of the distribution of the test statistic (Q1297658) (← links)
- Testing time series linearity via goodness-of-fit methods (Q1298973) (← links)
- An investigation of the behavior of simulation response surfaces (Q1303579) (← links)
- A characterization of multivariate normal distribution and its application (Q1359754) (← links)
- Model checks under random censorship (Q1359796) (← links)
- A non standard \(\chi^2\)-test of fit for testing uniformity with unknown limits (Q1370186) (← links)
- A multivariate Kolmogorov-Smirnov test of goodness of fit (Q1373970) (← links)
- Modified goodness-of-fit tests for the inverse Gaussian distribution (Q1391888) (← links)
- Goodness-of-fit tests for semiparametric biased sampling models (Q1416471) (← links)
- Some generalizations of the Anderson--Darling statistic. (Q1423122) (← links)
- Tests of fit for exponentiality based on a characterization via the mean residual life function (Q1567081) (← links)
- Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155) (← links)
- Recent and classical goodness-of-fit tests for the Poisson distribution (Q1591281) (← links)
- Estimation of upper quantiles under model and parameter uncertainty. (Q1603681) (← links)
- Independence characterizations and testing normality against restricted skewness-kurtosis alternatives (Q1611798) (← links)
- A test of normality with high uniform power. (Q1614832) (← links)
- A note on determining the number of outliers in a normal sample with unequal variances by least squares procedure (Q1765841) (← links)
- An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges (Q1779673) (← links)
- Invariant tests for multivariate normality: A critical review (Q1856569) (← links)
- Random sampling from low-discrepancy sequences: applications to option pricing (Q1876780) (← links)
- Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
- On the optimization of the weighted Bickel--Rosenblatt test (Q1881234) (← links)
- Combined X-bar and CRL charts for the gamma process (Q1887230) (← links)
- Estimation of parameters of the Gompertz distribution using the least squares method (Q1888275) (← links)
- On theory testing in econometrics. Modeling with nonexperimental data (Q1893411) (← links)
- An \(L_ 1\)-variant of the Cramér-von Mises test (Q1914286) (← links)
- Exact goodness-of-fit tests for censored data (Q1925997) (← links)
- Computation of optimal plotting points based on Pitman closeness with an application to goodness-of-fit for location-scale families (Q1927040) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- More on the correct use of omnibus tests for normality (Q1929050) (← links)
- Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
- Goodness-of-fit statistics, discrepancies and robust designs (Q1962164) (← links)
- Estimation of parameters of the shifted Gompertz distribution using least squares, maximum likelihood and moments methods (Q2252762) (← links)
- Power maps in goodness-of-fit testing (Q2255934) (← links)
- Data transformations and goodness-of-fit tests for type-II right censored samples (Q2256601) (← links)
- Computational algorithm of least absolute deviation method for determining number of outliers under normality (Q2369190) (← links)
- The LIL for the Bickel-Rosenblatt test statistic (Q2370464) (← links)
- Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms (Q2373689) (← links)
- Quantifying the uncertainty of a belief net response: Bayesian error-bars for belief net inference (Q2389625) (← links)
- Empirical likelihood test via estimating equations (Q2431584) (← links)
- Introduction to modern goodness of fit methods (Q2431719) (← links)
- Asymptotic power of CvM statistics for exponentiality against Weibull and gamma alternatives (Q2431728) (← links)
- A statistical process control approach to selecting a warm-up period for a discrete-event simulation (Q2432905) (← links)
- A new procedure for testing normality based on the \(L_2\) Wasserstein distance (Q2439889) (← links)
- Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← links)
- Wavelet-based detection of outliers in financial time series (Q2445711) (← links)
- Some deficiencies of \(\chi^2\) and classical exact tests of significance (Q2450937) (← links)
- Goodness-of-fit tests via phi-divergences (Q2466682) (← links)
- Testing homogeneity in discrete mixtures (Q2475770) (← links)
- The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process (Q2495334) (← links)