A goodness-of-fit test for parametric models based on dependently truncated data

DOI10.1016/J.CSDA.2011.12.022MaRDI QIDQ693227zbMATH OpenOpenAlexFDO

Authors Takeshi Emura, Yoshihiko Konno

Publication date 7 December 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2011.12.022

zbMATH Keywords

maximum likelihoodparametric bootstrapcentral limit theoremempirical processtruncationshrinkage estimator, \texttt{R}

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric hypothesis testing (62G10) Censored data models (62N01) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05)

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Cites work

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Cited in

(7)

• Conditional maximum likelihood estimation for semiparametric transformation models with doubly truncated data
• Model diagnostic procedures for copula-based Markov chain models for statistical process control
• Nonparametric maximum likelihood estimation for dependent truncation data based on copulas
• Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach
• Maximum likelihood estimation for a special exponential family under random double-truncation
• Specification tests in semiparametric transformation models -- a multiplier bootstrap approach
• Multivariate normal distribution approaches for dependently truncated data

Describes a project that uses

Uses Software

• bootstrap
• numDeriv
• MASS (R)
• R

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