Comparing distributions
From MaRDI portal
Publication:1031555
zbMath1234.62014MaRDI QIDQ1031555
Publication date: 29 October 2009
Published in: Springer Series in Statistics (Search for Journal in Brave)
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Graphical methods in statistics (62A09)
Related Items (32)
A robust and nonparametric two-sample test in high dimensions ⋮ Consistent Screening Procedures in High-dimensional Binary Classification ⋮ Computing project makespan distributions: Markovian PERT networks revisited ⋮ ON SMOOTH TESTS FOR THE EQUALITY OF DISTRIBUTIONS ⋮ Likelihood ratio tests for multivariate normality ⋮ Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios ⋮ Exhaustive Goodness of Fit Via Smoothed Inference and Graphics ⋮ On nonparametric test for the residual probability order ⋮ Goodness-of-fit tests in conditional duration models ⋮ Statistical mechanical approach of complex networks with weighted links ⋮ Smooth tests of goodness of fit for the distributional assumption of regression models ⋮ Tests of fit for inverse Gaussian distributions ⋮ Persistence of return distribution sequence in financial markets ⋮ Nonparametric tests for stochastic ordering ⋮ Data-driven robust optimization ⋮ Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions ⋮ Comparing a large number of multivariate distributions ⋮ Robust multivariate nonparametric tests via projection averaging ⋮ Implementation of Kolmogorov–SmirnovP-value computation in Visual Basic®: implication for Microsoft Excel® library function ⋮ Comparing Two Samples Through Stochastic Dominance: A Graphical Approach ⋮ Robust sample average approximation ⋮ Global and local two-sample tests via regression ⋮ Piecewise linear approximation of empirical distributions under a Wasserstein distance constraint ⋮ Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures ⋮ Intermediate efficiency of some weighted goodness-of-fit statistics ⋮ Informative goodness-of-fit for multivariate distributions ⋮ Inferential procedures based on the integrated empirical characteristic function ⋮ Goodness-of-fit procedures for compound distributions with an application to insurance ⋮ The quantile-based skew logistic distribution ⋮ Probabilistic Index Models ⋮ Two maxentropic approaches to determine the probability density of compound risk losses ⋮ The quantile-based flattened logistic distribution: Some properties and applications
Uses Software
This page was built for publication: Comparing distributions