Pages that link to "Item:Q5788241"
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The following pages link to Table for Estimating the Goodness of Fit of Empirical Distributions (Q5788241):
Displayed 38 items.
- Logarithmic minimum test for independence in three-way contingency table of small sizes (Q3389681) (← links)
- Compound geometric and Poisson models (Q3466286) (← links)
- GROWTH AND INEQUALITY: MODEL EVALUATION BASED ON AN ESTIMATION-CALIBRATION STRATEGY (Q3529518) (← links)
- An alternative to the kolmogorov-smirnov test for goodness of fit (Q3793535) (← links)
- Estimation of the number of studies with positive trends when studies with negative trends are present (Q4243791) (← links)
- ADEQUACY OF ASYMPTOTIC THEORY FOR GOODNESS-OF-FIT CRITERIA FOR SPECTRAL DISTRIBUTIONS (Q4337817) (← links)
- Empirical likelihood test for equality of two distributions using distance of characteristic functions (Q4559358) (← links)
- Rank ordered beta distributions of nonlinear map symbolic dynamics families with a first-order transition between dynamical regimes (Q4683681) (← links)
- A Nonparametric Bayesian Approach for the Two-Sample Problem (Q4689214) (← links)
- (Q5013179) (← links)
- Some contributions to practice of 2 × 2 contingency tables (Q5036617) (← links)
- Evaluating Risk Measures Using the Normal Mean-Variance Birnbaum-Saunders Distribution (Q5050412) (← links)
- Recognizing distributions rather than goodness-of-fit testing (Q5055163) (← links)
- Robust RNA-seq data analysis using an integrated method of ROC curve and Kolmogorov–Smirnov test (Q5055221) (← links)
- Approximate Bayesian computation for finite mixture models (Q5065237) (← links)
- Variance stabilizing filters<sup>#</sup> (Q5077973) (← links)
- Modified Lilliefors goodness-of-fit test for normality (Q5082886) (← links)
- Finite mixture modeling using shape mixtures of the skew scale mixtures of normal distributions (Q5083951) (← links)
- Tests for serial correlation in mean and variance of a sequence of time series objects (Q5106791) (← links)
- An estimation of Phi divergence and its application in testing normality (Q5164276) (← links)
- Agricultural Insurance Ratemaking: Development of a New Premium Principle (Q5206140) (← links)
- CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
- A new bivariate beta distribution (Q5280373) (← links)
- MODELLING AND SIMULATION OF VOLUMETRIC RAINFALL FOR A CATCHMENT IN THE MURRAY–DARLING BASIN (Q5369463) (← links)
- (Q5381132) (← links)
- Optimal B-robust estimators for the parameters of the power Lindley distribution (Q5861179) (← links)
- The Power to See: A New Graphical Test of Normality (Q5877146) (← links)
- A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution (Q5879908) (← links)
- Variations of <i>Q</i>–<i>Q</i> Plots: The Power of Our Eyes! (Q5884440) (← links)
- A supplement to sowey's bibliography on random number generation and related topics (Q5904245) (← links)
- Power considerations for Kolmogorov–Smirnov and Anderson–Darling two-sample tests (Q6073571) (← links)
- Optimisations and tradeoffs for HElib (Q6080894) (← links)
- Robust explicit estimation of the log-logistic distribution with applications (Q6106262) (← links)
- EuMMD: efficiently computing the MMD two-sample test statistic for univariate data (Q6117020) (← links)
- (Q6136978) (← links)
- Recognizing distributions using method of potential functions (Q6172612) (← links)
- Testing homogeneity in high dimensional data through random projections (Q6189150) (← links)
- Scalable kernel two-sample tests via empirical likelihood and jackknife (Q6204959) (← links)