Introduction to modern goodness of fit methods

DOI10.1080/15598608.2009.10411944MaRDI QIDQ2431719zbMATH OpenOpenAlexWikidataFDO

Authors John C. W. Rayner, Olivier Thas

Publication date 18 April 2011

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1959.13/808780

zbMATH Keywords

circular von Mises distributionempirical distribution function testsexponential distributiongeneralized two-sided power distributionhypothesis testinglogistic distributionmodel selectionnegative binomial distributionnonparametric regressionscore and generalised score testssmooth tests for location-scale familiestests for ARCH assumptions in financial time series

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Cites work

• Data-Driven Version of Neyman's Smooth Test of Fit
• Goodness of Fit via Non-parametric Likelihood Ratios
• Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
• Goodness-of-fit tests for the logistic distribution based on empirical transforms
• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• scientific article; zbMATH DE number 47315 (Why is no real title available?)
• Nonparametric smoothing and lack-of-fit tests
• PROPERLY RESCALED COMPONENTS OF SMOOTH TESTS OF FIT ARE DIAGNOSTIC
• Smooth Tests of Goodness of Fit
• Tests of Fit for Exponentiality based on the Empirical Laplace Transform

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