A maximum entropy type test of fit

DOI10.1016/J.CSDA.2011.03.012MaRDI QIDQ1658314zbMATH OpenOpenAlexFDO

Authors Sangyeol Lee, A. Karagrigoriou, Filia Vonta

Publication date 14 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2011.03.012

zbMATH Keywords

Brownian bridgegoodness of fit testmaximum entropy measurereliability

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Statistical aspects of information-theoretic topics (62B10) Nonparametric hypothesis testing (62G10) Reliability and life testing (62N05)

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Cited in

(26)

• On entropy-based goodness-of-fit tests
• Maximum entropy principle and statistical inference on condensed ordered data
• Goodness of fit test for discrete random variables
• Entropy test and residual empirical process for autoregressive conditional duration models
• Maximum entropy test for GARCH models
• Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator
• Minimum \(\phi\)-divergence estimation in misspecified multinomial models
• A maximum entropy type test of fit: composite hypothesis case
• On entropy based tests of goodness of fit for some probability distributions
• Two new estimators of entropy for testing normality
• Maximum entropy test for autoregressive models
• scientific article; zbMATH DE number 992392 (Why is no real title available?)
• Omnibus goodness of fit test based on quadratic distance
• scientific article; zbMATH DE number 1532020 (Why is no real title available?)
• On the estimation of extropy
• Extropy estimators with applications in testing uniformity
• Goodness of fit test and test of independence by entropy
• On entropy goodness-of-fit test based on integrated distribution function
• Bootstrap entropy test for general location-scale time series models with heteroscedasticity
• An Estimator of Shannon Entropy of Beta-Generated Distributions and a Goodness-of-Fit Test
• On entropy-based goodness-of-fit test for asymmetric Student-t and exponential power distributions
• A new estimator of Kullback–Leibler information and its application in goodness of fit tests
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• Estimation of average differential entropy for a stationary ergodic space-time random field on a bounded area
• A new goodness-of-fit test for the inverse Gaussian distribution
• A powerful goodness-of-fit test for the inverse Gaussian distribution

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