Pages that link to "Item:Q2373689"

The following pages link to Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms (Q2373689):

Displayed 30 items.

• The probability weighted characteristic function and goodness-of-fit testing (Q393600) ‎ (← links)
• Testing for the bivariate Poisson distribution (Q464397) ‎ (← links)
• Tests of fit for normal inverse Gaussian distributions (Q537399) ‎ (← links)
• Specification tests in mixed effects models (Q538100) ‎ (← links)
• Goodness-of-fit tests for multivariate Laplace distributions (Q552077) ‎ (← links)
• Data-driven smooth tests for a location-scale family revisited (Q715759) ‎ (← links)
• Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity (Q958761) ‎ (← links)
• Empirical Hankel transforms and its applications to goodness-of-fit tests (Q968497) ‎ (← links)
• Fast goodness-of-fit tests based on the characteristic function (Q1663267) ‎ (← links)
• Parameter estimation by Hellinger type distance for multivariate distributions based upon probability generating functions (Q1789037) ‎ (← links)
• Specification tests for the error distribution in GARCH models (Q1927139) ‎ (← links)
• An approximation to the null distribution of a class of Cramér-von Mises statistics (Q2228703) ‎ (← links)
• Validation tests for the innovation distribution in INAR time series models (Q2259784) ‎ (← links)
• Inferential procedures based on the integrated empirical characteristic function (Q2324329) ‎ (← links)
• Minimum distance estimators for count data based on the probability generating function with applications (Q2412758) ‎ (← links)
• Testing skew normality via the moment generating function (Q2437885) ‎ (← links)
• Two-sample tests based on empirical Hankel transforms (Q2516615) ‎ (← links)
• A goodness-of-fit test for the compound Poisson exponential model (Q2692928) ‎ (← links)
• Diagnostic tests for the distribution of random effects in multivariate mixed effects models (Q2807671) ‎ (← links)
• Probability Generating Function Based Jeffrey's Divergence for Statistical Inference (Q2821010) ‎ (← links)
• Testing for the symmetric component in skew distributions (Q2831017) ‎ (← links)
• Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions (Q3103148) ‎ (← links)
• Testing for a class of bivariate exponential distributions (Q3451390) ‎ (← links)
• Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods (Q3615067) ‎ (← links)
• Inference procedures for the variance gamma model and applications (Q4922652) ‎ (← links)
• A Class of Goodness-of-fit Tests Based on Transformation (Q5419677) ‎ (← links)
• The Anderson–Darling Goodness-of-Fit Test Statistic for the Three-Parameter Lognormal Distribution (Q5494956) ‎ (← links)
• Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function (Q6172158) ‎ (← links)
• Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function (Q6179142) ‎ (← links)
• Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) ‎ (← links)