A Test of Goodness of Fit

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A goodness of fit test for copulas based on Rosenblatt's transformation
A goodness-of-fit test for normality based on polynomial regression
Robust linear mixed models for small area estimation
Large deviations and asymptotic efficiency of a statistic of integral type. II
On goodness-of-fit and the bootstrap
On the invariance principle for U-statistics
Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
The continuous and discrete Brownian bridges: Representations and applications
Multivariate extensions of the Anderson--Darling process.
Tail behaviour of Gaussian processes with applications to the Brownian pillow.
Using the gh distribution to model extreme wind speeds.
A Levenberg-Marquardt method for large nonlinear least-squares problems with dynamic accuracy in functions and gradients
Unimodal density estimation using Bernstein polynomials
Bayesian threshold selection for extremal models using measures of surprise
Computation of probability associated with Anderson-Darling statistic
A maximum entropy type test of fit
Interval-valued time series models: estimation based on order statistics exploring the agriculture marketing service data
Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios
On nonparametric estimation of the latent distribution for ordinal data
Probabilistic slope stability analysis by a copula-based sampling method
Is the wealth of the Forbes 400 lists really Pareto distributed?
Convergence of extreme value statistics in a two-layer quasi-geostrophic atmospheric model
Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization
Joint modelling of two count variables when one of them can be degenerate
Bimodal extension based on the skew-\(t\)-normal distribution
A simple empirical likelihood ratio test for normality based on the moment constraints of a half-normal distribution
An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges
Statistical outlier analysis in litigation support: The case of Paul F. Engler and Cactus Feeders, Inc., v. Oprah Winfrey et al
Structural change and unit roots
Adaptive Bayes estimators for parameters of the Gompertz survival model
Approximating the tail of the Anderson-Darling distribution
Robust tests for normality of errors in regression models
Degenerate U- and V-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance
A goodness-of-fit testing approach for normality based on the posterior predictive distribution
A goodness-of-fit test for normality based on the sample entropy of order statistics
Meta-modeling game for deriving theory-consistent, microstructure-based traction-separation laws via deep reinforcement learning
Spare parts inventory management: new evidence from distribution fitting
Enterprise design through complex adaptive systems and efficiency measurement
Assessment of the GPC control quality using non-Gaussian statistical measures
The gamma-Gompertz distribution: theory and applications
New fat-tail normality test based on conditional second moments with applications to finance
The risk function of the goodness-of-fit tests for tail models
On automatic kernel density estimate-based tests for goodness-of-fit
Modeling right-skewed heavy-tail right-censored survival data with application to HIV viral load
Improved confidence intervals based on ranked set sampling designs within a parametric bootstrap approach
Development of fuzzy \(\bar{X} - S\) control charts with unbalanced fuzzy data
A new goodness-of-fit test for the logistic distribution
A comparison of different parameter estimation methods for exponentially modified Gaussian distribution
Bivariate sub-Gaussian model for stock index returns
Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
Approximate Bayesian inference for analysis of spatiotemporal flood frequency data
Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation
Testing normality of data on a multivariate grid
Latent likelihood ratio tests for assessing spatial kernels in epidemic models
The random deterioration rate model with measurement error based on the inverse Gaussian distribution
A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics
Approximations of the cumulative distribution function for infinite weighted sum of random variables
A review of goodness of fit tests for Pareto distributions
The Gompertz-G family of distributions
Quantifying the uncertainty of a belief net response: Bayesian error-bars for belief net inference
The exponentiated Weibull distribution: a survey
Goodness-of-fit tests based on the empirical characteristic function
A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis
A statistical process control approach to selecting a warm-up period for a discrete-event simulation
A new procedure for testing normality based on the \(L_2\) Wasserstein distance
Assessing the goodness-of-fit of statistical distributions when data are grouped
Improving the precision of model parameters using model based signal enhancement and the linear minimal model following an IVGTT in the healthy man
Testing for normality in linear regression models using regression and scale equivariant estimators
Behaviour of skewness, kurtosis and normality tests in long memory data
An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives
A necessary Bayesian nonparametric test for assessing multivariate normality
Prediction intervals for farima processes by bootstrap methods
Goodness-of-fit tests based on quadratic functionals of transformed empirical processes
Goodness-of-fit tests for probability distributions and spectral distributions
A novel normality test using an identity transformation of the Gaussian function
Goodness of fit test for the generalized Rayleigh distribution with unknown parameters
Normality Test Based on a Truncated Mean Characterization
Simple and exact empirical likelihood ratio tests for normality based on moment relations
Positive quadrant dependence tests for copulas
Monte Carlo comparison of seven normality tests
On the exact Berk-Jones statistics and their p-value calculation
Models of statistic distributions of nonparametric goodness-of-fit tests in composite hypotheses testing for double exponential law cases
Testing Normality for Linear AR(p) Models
A Nonparametric Test for Independence Based on Sample Space Partitions
Preliminary tests when comparing means
A comparison of uniformity tests
cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models
On the asymptotic power of a goodness-of-fit test based on a cumulative Kullback-Leibler discrepancy
A test for the hypothesis of skew-normality in a population
A comparison of various tests of normality
New Goodness-of-Fit Tests Based on Sample Quantiles
A model specification test for GARCH(1,1) processes
An active global attack model for sensor source location privacy: analysis and countermeasures
A note on vector-valued goodness-of-fit tests
Adaptive plotting position and test of 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
A New Tempered Stable Distribution and Its Application to Finance
A Comparative Study of Some Modified Chi-Squared Tests

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