A class of count models and a new consistent test for the Poisson distribution
From MaRDI portal
Publication:951028
DOI10.1016/J.JSPI.2007.12.011zbMATH Open1146.62324OpenAlexW2090226612MaRDI QIDQ951028FDOQ951028
Authors: B. E. Eshmatov 
Publication date: 29 October 2008
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2007.12.011
Recommendations
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)
Cites Work
- Title not available (Why is that?)
- Estimating the Null and the Proportion of Nonnull Effects in Large-Scale Multiple Comparisons
- Recent and classical goodness-of-fit tests for the Poisson distribution
- Empirical‐distribution‐function goodness‐of‐fit tests for discrete models
- Stochastic Comparison of Tests
- Title not available (Why is that?)
- A Generalization of the Poisson Distribution
- Testing exponentiality by comparing the empirical distribution function of the normalized spacings with that of the original data
- Title not available (Why is that?)
- Closed form summation for classical distributions: variations on a theme of de Moivre
- Rates of Convergence of Estimates and Test Statistics
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Efficient Estimation of Parameters of the Negative Binomial Distribution
- Testing goodness-of-fit in logistic case-control studies
- Title not available (Why is that?)
- Cramér‐von Mises tests of fit for the Poisson distribution
- Goodness-of-fit tests for discrete models based on the integrated distribution function.
- Testing exponentiality against the \(\mathcal L\)-class of life distributions
- On a test for exponentiality against Laplace order dominance
- Tests for the response distribution in a Poisson regression model
- The Kolmogorov-Smirnov Goodness-of-Fit Statistic with Discrete and Grouped Data
Cited In (25)
- Testing poissonity of a large number of populations
- A goodness-of-fit test for Poisson count processes
- Validation tests for the innovation distribution in INAR time series models
- Recent and classical goodness-of-fit tests for the Poisson distribution
- Change detection in INARCH time series of counts
- An exact Kolmogorov-Smirnov test for the Poisson distribution with unknown mean
- On Charlier polynomials in testing poissonity
- A family of consistent normally distributed tests for Poissonity
- A note about model selection and hypothesis test procedure to discriminate Poisson and Bell models
- Title not available (Why is that?)
- Testing convexity of a discrete distribution
- Goodness-of-fit test for count distributions with finite second moment
- Detecting departures from a poisson model
- COM-negative binomial distribution: modeling overdispersion and ultrahigh zero-inflated count data
- Comparisons of tests of distributional assumption in Poisson regression model
- On goodness-of-fit tests for the Neyman type a distribution
- The COM‐Poisson model for count data: a survey of methods and applications
- Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
- A test for the Poisson distribution
- Use of an empirical probability generating function for testing a Poisson model
- Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity
- Some goodness-of-fit tests for the Poisson distribution with applications in biodosimetry
- A class of tests for the two-sample problem for count data
- Choice between and within the classes of Poisson-Tweedie and Poisson-exponential-Tweedie count models
- Data driven efficient score tests for Poissonity
This page was built for publication: A class of count models and a new consistent test for the Poisson distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q951028)
