The following pages link to (Q3580455):
Displaying 24 items.
- Hypothesis testing for finite mixture models (Q158415) (← links)
- Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
- A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region (Q274019) (← links)
- Tests of fit for normal inverse Gaussian distributions (Q537399) (← links)
- Are private schools better than public schools? Appraisal for Ireland by methods for observational studies (Q652340) (← links)
- Parametric bootstrap tests for continuous and discrete distributions (Q745423) (← links)
- Goodness-of-fit tests based on empirical characteristic functions (Q961885) (← links)
- A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution (Q1023578) (← links)
- Confidence limits to the distance of the true distribution from a misspecified family by bootstrap (Q1399274) (← links)
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087) (← links)
- Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions (Q1708365) (← links)
- A generalization of the power law distribution with nonlinear exponent (Q2004802) (← links)
- Informative goodness-of-fit for multivariate distributions (Q2074302) (← links)
- Parameter estimation for multi-state coherent series and parallel systems with positively quadrant dependent models (Q2082345) (← links)
- The power series exponential power series distributions with applications to failure data sets (Q2135586) (← links)
- Reliability estimation in a multicomponent stress-strength model based on inverse Weibull distribution (Q2135605) (← links)
- Nonparametric series density estimation and testing (Q2324290) (← links)
- A global test of goodness-of-fit for the conditional distribution function (Q2565529) (← links)
- Empirical processes with estimated parameters under auxiliary information (Q2571227) (← links)
- Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap (Q2856551) (← links)
- Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
- Omnibus goodness of fit test based on quadratic distance (Q3390339) (← links)
- GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA (Q5157764) (← links)
- Accounting for Non‐ignorable Sampling and Non‐response in Statistical Matching (Q6089892) (← links)
