Zobrazeno 1 - 10
of 44
pro vyhledávání: '"Allison, J. S."'
We propose new classes of tests for the Pareto type I distribution using the empirical characteristic function. These tests are $U$ and $V$ statistics based on a characterisation of the Pareto distribution involving the distribution of the sample min
Externí odkaz:
http://arxiv.org/abs/2301.09385
Pareto distributions are widely used models in economics, finance and actuarial sciences. As a result, a number of goodness-of-fit tests have been proposed for these distributions in the literature. We provide an overview of the existing tests for th
Externí odkaz:
http://arxiv.org/abs/2211.10088
Credit risk scorecards are logistic regression models, fitted to large and complex data sets, employed by the financial industry to model the probability of default of a potential customer. In order to ensure that a scorecard remains a representative
Externí odkaz:
http://arxiv.org/abs/2206.11344
In this paper we test the composite hypothesis that lifetimes follow an exponential distribution based on observed randomly right censored data. Testing this hypothesis is complicated by the presence of this censoring, due to the fact that not all li
Externí odkaz:
http://arxiv.org/abs/2011.04519
Publikováno v:
Mathematics, Volume 10, Issue 3, 350, (2022)
We propose a new class of goodness-of-fit tests for the inverse Gaussian distribution. The proposed tests are weighted $L^2$-type tests depending on a tuning parameter. We develop the asymptotic theory under the null hypothesis and under a broad clas
Externí odkaz:
http://arxiv.org/abs/1910.14119
Akademický článek
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Publikováno v:
METRON; Aug2023, Vol. 81 Issue 2, p215-256, 42p
Publikováno v:
Orion. 2022, Vol. 38 Issue 1, p53-55. 3p.
Akademický článek
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Publikováno v:
Computational Statistics
We develop two new classes of tests for the Weibull distribution based on Stein's method. The proposed tests are applied in the full sample case as well as in the framework of random right censoring. We investigate the finite sample performance of th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f37c1dbda77ba6b189b7d844433ef9ce
http://arxiv.org/abs/2105.09019
http://arxiv.org/abs/2105.09019