Universal residuals: a multivariate transformation

DOI10.1016/J.SPL.2007.02.008MaRDI QIDQ2467381zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 21 January 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc2211730

zbMATH Keywords

time seriessurvival analysishypercubeuniform

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12) Survival analysis and censored data (62N99)

Recommendations

• Acknowledgement of priority to: ``Universal residuals: a multivariate transformation
• Goodness-of-fit tests for continuous regression
• A class of goodness-of-fit tests based on transformation
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• Residuals in Generalized Linear Models

Cites work

• scientific article; zbMATH DE number 3165872 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• A multivariate Kolmogorov-Smirnov test of goodness of fit
• Partial non-Gaussian state space
• Remarks on a Multivariate Transformation
• Sequential Monte Carlo Methods in Practice
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Testing multivariate uniformity and its applications
• The Kolmogorov-Smirnov, Cramer-von Mises Tests

Cited in

(17)

• Dynamic Discrete Mixtures for High-Frequency Prices
• Acknowledgement of priority to: ``Universal residuals: a multivariate transformation
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• Predictive model assessment for count data
• Combining probabilistic forecasts of intermittent demand
• Bayesian beta regression for bounded responses with unknown supports
• Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
• Inference of dynamic generalized linear models: on-line computation and appraisal
• Representative points for distribution recovering
• A random walk through Canadian contributions on empirical processes and their applications in probability and statistics
• A Bayesian goodness-of-fit test for regression
• Extreme value modelling of water-related insurance claims
• On conditional maximum likelihood estimation for INGARCH\((p,q)\) models
• Goodness of fit tests for a class of Markov random field models
• Beta-negative binomial nonlinear spatio-temporal random effects modeling of COVID-19 case counts in Japan
• Detecting mutations in mixed sample sequencing data using empirical Bayes

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