A Test of Goodness of Fit

DOI10.2307/2281537zbMath0059.13302OpenAlexW2000305036MaRDI QIDQ5832446

T. W. Anderson, Donald A. Darling

Publication date: 1954

Full work available at URL: https://doi.org/10.2307/2281537

zbMATH Keywords

Statistik.

Related Items (only showing first 100 items - show all)

A spectral domain test of isotropic properties for irregularly spaced spatial data ⋮ Testing Normality for Linear AR(p) Models ⋮ A Nonparametric Test for Independence Based on Sample Space Partitions ⋮ A powerful and interpretable alternative to the Jarque–Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao's score test on the APD family ⋮ Variations of Q–Q Plots: The Power of Our Eyes! ⋮ Properties and approximate p-value calculation of the Cramer test ⋮ Testing the Validity of the Exponential Model Based on Type II Censored Data Using Transformed Sample Data ⋮ New Goodness-of-Fit Tests Based on Sample Quantiles ⋮ Powerful Goodness-of-fit Tests Based on the Likelihood Ratio ⋮ Log-Rank-Type Tests for Equality of Distributions in High-Dimensional Spaces ⋮ Comparisons of various types of normality tests ⋮ A Model Specification Test For GARCH(1,1) Processes ⋮ Calibration of posterior predictive p-values for model checking ⋮ A stochastic model for commodity pairs trading ⋮ Likelihood ratio tests for multivariate normality ⋮ A truncated Cramér–von Mises test of normality ⋮ Goodness-of-fit tests for centralized Wishart processes ⋮ Mosaic normality test ⋮ A new example for a proper scoring rule ⋮ Estimating the Temporal Interval Entropy of Neuronal Discharge ⋮ A new empirical likelihood ratio goodness of fit test for normality based on moment constraints ⋮ Goodness of fit tests for Rayleigh distribution based on quantiles ⋮ Power analysis of several normality tests: A Monte Carlo simulation study ⋮ A comparison of different methods of estimation for the Flexible Weibull distribution ⋮ Exhaustive Goodness of Fit Via Smoothed Inference and Graphics ⋮ The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples ⋮ On a control chart for the Gini index with simulations ⋮ Tests of normality: new test and comparative study ⋮ The power of d'agostino's d test of normality against a normal mixture alternative ⋮ A cramer - von mises type goodness of fit test with asymmetric weight function ⋮ Testing change-points with linear trend ⋮ Unnamed Item ⋮ Different EDF goodness-of-fit tests for competing risks models ⋮ Penalized power properties of the normality tests in the presence of outliers ⋮ Tests of Normality of Functional Data ⋮ Critical value functions for likelihood-ratio tests for normality ⋮ Construction of fuzzy X¯−S control chart using trapezoidal fuzzy number with unbalanced data ⋮ A comparison of normality testing methods by empirical power and distribution of P -values ⋮ On Goodness of Fit for Operational Risk ⋮ Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic ⋮ Reweighted and circularised Anderson-Darling tests of goodness-of-fit ⋮ Efficiency of ranked set sampling in tests for normality ⋮ Multiple imputation for gamma outcome variable using generalized linear model ⋮ Testing for lower tail dependence in extreme value models ⋮ A goodness-of-fit test for generalized error distribution ⋮ Goodness-of-fit tests based on Verma Kullback–Leibler information ⋮ Opportunities of the minimum Anderson–Darling estimator as a variant of the maximum likelihood method ⋮ Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions ⋮ Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes ⋮ On a projection-based class of uniformity tests on the hypersphere ⋮ Unnamed Item ⋮ Modelling exchange rate returns: which flexible distribution to use? ⋮ Tests of goodness of fit based on Phi-divergence ⋮ Extropy estimators with applications in testing uniformity ⋮ An Active Global Attack Model for Sensor Source Location Privacy: Analysis and Countermeasures ⋮ Nonparametric statistical analysis for multiple comparison of machine learning regression algorithms ⋮ A Note on Vector-Valued Goodness-of-Fit Tests ⋮ Adaptive plotting position and test of normality ⋮ Univariate Discrete Nadarajah and Haghighi Distribution: Properties and Different Methods of Estimation ⋮ How rare are power-law networks really? ⋮ Unnamed Item ⋮ An estimation of Phi divergence and its application in testing normality ⋮ An empirical power comparison of univariate goodness-of-fit tests for normality ⋮ A note on calculatingPvalues from 0.15–0.005 for the Anderson-Darling normality test using theFdistribution ⋮ On the Finite Sample Behavior of Fixed Bandwidth Bickel–Rosenblatt Test for Univariate and Multivariate Uniformity ⋮ A New Tempered Stable Distribution and Its Application to Finance ⋮ A Comparative Study of Some Modified Chi-Squared Tests ⋮ General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic ⋮ Some New Goodness-of-Fit Tests Based on Stochastic Sample Quantiles ⋮ A comparison of uniformity tests ⋮ A comparison of adjusted Bayes Estimators of an ensemble of small area parameters ⋮ Multivariate goodness-of-fit tests based on kernel density estimators ⋮ A Sieve model for extreme values ⋮ Goodness-of-fit tests for location–scale families based on random distance ⋮ Goodness-of-fit tests via ϕ-measures of divergence for censored data ⋮ A MATLAB package for multivariate normality test ⋮ Discriminating between distributions using feed-forward neural networks ⋮ Monte Carlo comparison of seven normality tests ⋮ Shapiro–Francia test compared to other normality test using expectedp-value ⋮ Testing uniformity based on new entropy estimators ⋮ Tests of fit for a lognormal distribution ⋮ Unnamed Item ⋮ cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models ⋮ Spline density estimation and inference with model-based penalties ⋮ Models of Statistic Distributions of Nonparametric Goodness-of-Fit Tests in Composite Hypotheses Testing for Double Exponential Law Cases ⋮ An Adaptive Goodness-of-Fit Test ⋮ Unnamed Item ⋮ Tan-G class of trigonometric distributions and its applications ⋮ A supplement to sowey's bibliography on random number generation and related topics ⋮ Percentage points for directional anderson-darling goodness-of-fit tests ⋮ Unnamed Item ⋮ A test for the hypothesis of skew-normality in a population ⋮ A comparison of various tests of normality ⋮ Randomness of Möbius coefficients and Brownian motion: growth of the Mertens function and the Riemann hypothesis ⋮ Measuring and Locating Zones of Chaos and Irregularity by Application of High Spectral Chaotic Global Variants ⋮ A test of goodness of fit ⋮ Was Quetelet’s Average Man Normal? ⋮ The Power to See: A New Graphical Test of Normality ⋮ Testing multivariate uniformity and its applications ⋮ A Levenberg-Marquardt method for large nonlinear least-squares problems with dynamic accuracy in functions and gradients

This page was built for publication: A Test of Goodness of Fit