搜索结果: 16-21 共查到“管理学 Goodness-of-fit”相关记录21条 . 查询时间(0.059 秒)
On the Goodness-of-Fit Tests for Some Continuous Time Processes
Hypotheses testing diffusion process Poisson process selfexcitingprocess goodness-of-fit tests
2010/3/19
We present a review of several results concerning the construction
of the Cram´er-von Mises and Kolmogorov-Smirnov type goodnessof-
fit tests for continuous time processes. As the models we ta...
A test of goodness-of-fit for the copula densities
Adaptation Copula Density Minimax Theory of Test GoodnessTest of Fit
2010/3/18
We consider the problem of testing hypotheses on the copula density from n bidimensional
observations. We wish to test the null hypothesis characterized by a
parametric class against a composite non...
On the role played by the fixed bandwidth in the Bickel-Rosenblatt goodness-of-fit test
goodness-of-fit test kernel density estimator Bahadur efficiency
2009/2/23
For the Bickel-Rosenblatt goodness-of-fit test with fixed bandwidth studied by Fan (1998) we derive its Bahadur exact slopes in a neighbourhood of a simple hypothesis f =f0 and we use them to get a be...
Goodness of fit tests for the skew-Laplace distribution
Maximum likelihood estimator non-regular models Anderson-Darling statistic Cramer-von Mises statistic
2009/2/23
The skew-Laplace distribution is frequently used to fit the logarithm of particle sizes and it is also used in Economics, Engineering, Finance and Biology. We show the Anderson-Darling and Cramer-von ...
Nonparametric goodness-of fit testing in quantum homodyne tomography with noisy data
Density matrix Goodness-of fit test Minimaxrates Nonparametric test Pattern Functions estimation Quantum homodynetomography
2010/4/30
In the framework of quantum optics, we study the problem of
goodness-of-fit testing in a severely ill-posed inverse problem. A novel testing
procedure is introduced and its rates of convergence are ...
Goodness of fit test for ergodic diffusion processes
consistent test empirical process asymptotically distributionfree tests
2010/4/26
A goodness of fit test for the drift coefficient of an ergodic diffusion
process is presented. The test is based on the score marked empirical
process. The weak convergence of the proposed test stat...