Universal residuals: a multivariate transformation
DOI10.1016/J.SPL.2007.02.008zbMATH Open1128.62064OpenAlexW2029388851WikidataQ42971045 ScholiaQ42971045MaRDI QIDQ2467381FDOQ2467381
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
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)
Cites Work
- Sequential Monte Carlo Methods in Practice
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- The Kolmogorov-Smirnov, Cramer-von Mises Tests
- A multivariate Kolmogorov-Smirnov test of goodness of fit
- Testing multivariate uniformity and its applications
Cited In (16)
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- Inference of dynamic generalized linear models: on-line computation and appraisal
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- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics
- Goodness of fit tests for a class of Markov random field models
- Extreme value modelling of water-related insurance claims
- On conditional maximum likelihood estimation for INGARCH\((p,q)\) models
- Dynamic Discrete Mixtures for High-Frequency Prices
- Tests of independence and randomness for arbitrary data using copula-based covariances
- Predictive Model Assessment for Count Data
- Bayesian beta regression for bounded responses with unknown supports
- Likelihood based inference for the multivariate renewal Hawkes process
- A Bayesian goodness-of-fit test for regression
- Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
- Beta-negative binomial nonlinear spatio-temporal random effects modeling of COVID-19 case counts in Japan
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