The following pages link to (Q3730807):
Displaying 50 items.
- New Procedure for Applying the Cramér–von Mises Test for Parametric Families of Distributions (Q5014530) (← links)
- THE POWER MUTH DISTRIBUTION∗ (Q5015446) (← links)
- Toward a Unified Approach to Fitting Loss Models (Q5018709) (← links)
- Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves (Q5023855) (← links)
- Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk (Q5027909) (← links)
- A moment-based empirical likelihood ratio test for exponentiality using the probability integral transformation (Q5036917) (← links)
- A moment inequality for decreasing mean time to failure distributions with hypothesis testing application (Q5040507) (← links)
- (Q5046139) (← links)
- An intermediate muth distribution with increasing failure rate (Q5046815) (← links)
- Testing for the Goodness of Fit for the DMRL Class of Life Distributions (Q5054141) (← links)
- A bivariate inverse generalized exponential distribution and its applications in dependent competing risks model (Q5055188) (← links)
- A new omnibus test of fit based on a characterization of the uniform distribution (Q5058314) (← links)
- A highly accurate differential evolution–particle swarm optimization algorithm for the construction of initial value problem solvers (Q5058885) (← links)
- (Q5060084) (← links)
- Bondad de ajuste y las look-alikes samples (Q5060086) (← links)
- A Bayesian approach for estimating the parameters of an <i>α</i>-stable distribution (Q5065298) (← links)
- SEMIPARAMETRIC ESTIMATION OF STRESS STRENGTH RELIABILITY P[X > Y] OF LOMAX DISTRIBUTION (Q5069474) (← links)
- A review of tests for exponentiality with Monte Carlo comparisons (Q5073395) (← links)
- (Q5077860) (← links)
- Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size (Q5077931) (← links)
- A new extension of the FGM copula for negative association (Q5078383) (← links)
- Some multivariate goodness of fit tests based on data depth (Q5078830) (← links)
- Mosaic normality test (Q5079157) (← links)
- A Q–Q plot for detecting non-multinormality based on a normal characterization and the S–W statistic (Q5079866) (← links)
- A new empirical likelihood ratio goodness of fit test for normality based on moment constraints (Q5082629) (← links)
- Goodness-of-fit tests for the Weibull and extreme value distributions: A review and comparative study (Q5082662) (← links)
- Empirical survival Jensen-Shannon divergence as a goodness-of-Fit measure for maximum likelihood estimation and curve fitting (Q5082812) (← links)
- Power analysis of several normality tests: A Monte Carlo simulation study (Q5082854) (← links)
- Modified Lilliefors goodness-of-fit test for normality (Q5082886) (← links)
- Comparison of different estimation methods for the inverse weighted Lindley distribution (Q5083815) (← links)
- Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study (Q5084739) (← links)
- Testing exponentiality based on the extropy of record values (Q5085655) (← links)
- On quantile residuals in beta regression (Q5086149) (← links)
- Goodness-of-fit tests in the Cox proportional hazards model (Q5086382) (← links)
- Tests of normality: new test and comparative study (Q5086398) (← links)
- Asymptotic efficiency of goodness-of-fit tests based on Too–Lin characterization (Q5088096) (← links)
- On entropy-based goodness-of-fit test for asymmetric Student-<i>t</i> and exponential power distributions (Q5106768) (← links)
- Generalized inferential procedures for generalized Lorenz curves under the Pareto distribution (Q5106776) (← links)
- Test for normality based on two new estimators of entropy (Q5106777) (← links)
- Graphical comparison of normality tests for unimodal distribution data (Q5107315) (← links)
- A new estimator of Kullback–Leibler information and its application in goodness of fit tests (Q5107434) (← links)
- On the power of goodness-of-fit tests for the exponential distribution under progressive Type-II censoring (Q5107504) (← links)
- Exponentiality tests based on Basu characterization (Q5119172) (← links)
- Empirical-distribution-function Tests for the Beta-Binomial Model (Q5123284) (← links)
- Kolmogorov–Smirnov Test Statistic and Critical Values for the Erlang-3 and Erlang-4 Distributions (Q5123317) (← links)
- A Universal QQ-Plot for Continuous Non-homogeneous Populations (Q5123358) (← links)
- Generalized Gumbel distribution (Q5123509) (← links)
- A permutation test for multivariate data with grouped components (Q5123572) (← links)
- On a goodness-of-fit test for normality with unknown parameters and type-II censored data (Q5123605) (← links)
- Optimal choice of sample fraction in univariate financial tail index estimation (Q5123676) (← links)