The following pages link to (Q3730807):
Displayed 50 items.
- 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)
- Goodness of fit test for discrete random variables (Q1615174) (← links)
- Modelling bivariate lifetime data using copula (Q1616402) (← links)
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- A bivariate distribution with Lomax and geometric margins (Q1622113) (← links)
- A random-projection based test of Gaussianity for stationary processes (Q1623481) (← links)
- Computation of probability associated with Anderson-Darling statistic (Q1634345) (← links)
- A maximum entropy type test of fit (Q1658314) (← links)
- The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
- Entropy test and residual empirical process for autoregressive conditional duration models (Q1663317) (← links)
- An `apples to apples' comparison of various tests for exponentiality (Q1695412) (← links)
- Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions (Q1708365) (← links)
- Maximum entropy test for GARCH models (Q1731233) (← links)
- Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes (Q1731765) (← 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)
- Robust sample average approximation (Q1785199) (← links)
- Testing exponentiality for imprecise data and its application (Q1797935) (← 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)
- Spare parts inventory management: new evidence from distribution fitting (Q1991269) (← links)
- The selection of corrosion prior distributions for risk based integrity modeling (Q2001949) (← links)
- Degradation data analysis based on gamma process with random effects (Q2030492) (← links)
- Goodness-of-fit testing of survival models in the presence of type-II right censoring (Q2032197) (← links)
- Conditional goodness-of-fit tests for discrete distributions (Q2074652) (← links)
- Goodness-of-fit procedures for compound distributions with an application to insurance (Q2081723) (← links)
- On automatic kernel density estimate-based tests for goodness-of-fit (Q2084717) (← links)
- Statistical distances in goodness-of-fit (Q2087084) (← links)
- Estimation of Matusita measure between generalized inverted exponential distributions under progressive first-failure censored data (Q2095145) (← links)
- New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring (Q2095713) (← links)
- On goodness-of-fit testing for Burr type X distribution under progressively type-II censoring (Q2095752) (← links)
- Estimation of entropy and extropy based on right censored data: a Bayesian non-parametric approach (Q2101129) (← links)