Goodness‐of‐fit Test for Directional Data
From MaRDI portal
Publication:5413956
DOI10.1111/sjos.12020zbMath1349.62148OpenAlexW1829772502MaRDI QIDQ5413956
Daniela Rodriguez, Graciela Boente, Wenceslao González Manteiga
Publication date: 2 May 2014
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/sjos.12020
asymptotic propertieshypothesis testingvon Mises distributiondensity estimationmaximum likelihood estimatorsspherical databootstrap tests
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)
Related Items (4)
Rejoinder on: ``An updated review of goodness-of-fit tests for regression models ⋮ Recent advances in directional statistics ⋮ Testing parametric models in linear‐directional regression ⋮ On Optimal Tests for Rotational Symmetry Against New Classes of Hyperspherical Distributions
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Kernel estimators of density function of directional data
- Kernel density estimation with spherical data
- Goodness-of-fit tests for copulas: A review and a power study
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Asymptotics for \(L_ p\)-norms of kernel estimators of densities
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances
- A comparison of cross-validation techniques in density estimation
- Central limit theorems for \(L_ p\)-norms of density estimators
- Exponential models for directional data
- On \(L_ p\)-norms of multivariate density estimators
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- Comparing nonparametric versus parametric regression fits
- On bootstrapping \(L_2\)-type statistics in density testing
- Central limit theorem for integrated square error of kernel estimators of spherical density
- On some global measures of the deviations of density function estimates
- Bootstrap based goodness-of-fit-tests
- Topics in Circular Statistics
- Goodness of fit tests based on the L2-norm of multivariate probability density functions
- Powering Up With Space-Time Wind Forecasting
- Goodness‐of‐fit Tests Based on the Kernel Density Estimator
- Dispersion on a Sphere
This page was built for publication: Goodness‐of‐fit Test for Directional Data