Zobrazeno 1 - 10
of 730
pro vyhledávání: '"Simos, G."'
Consistent Distribution Free Affine Invariant Tests for the Validity of Independent Component Models
We propose a family of tests of the validity of the assumptions underlying independent component analysis methods. The tests are formulated as L2-type procedures based on characteristic functions and involve weights; a proper choice of these weights
Externí odkaz:
http://arxiv.org/abs/2404.07632
We consider goodness-of-fit methods for multivariate symmetric and asymmetric stable Paretian random vectors in arbitrary dimension. The methods are based on the empirical characteristic function and are implemented both in the i.i.d. context as well
Externí odkaz:
http://arxiv.org/abs/2310.13445
We propose a goodness-of-fit test for a class of count time series models with covariates which includes the Poisson autoregressive model with covariates (PARX) as a special case. The test criteria are derived from a specific characterization for the
Externí odkaz:
http://arxiv.org/abs/2310.10331
We employ a general Monte Carlo method to test composite hypotheses of goodness-of-fit for several popular multivariate models that can accommodate both asymmetry and heavy tails. Specifically, we consider weighted L2-type tests based on a discrepanc
Externí odkaz:
http://arxiv.org/abs/2303.04402
Goodness--of--fit tests for the distribution of the composed error term in a Stochastic Frontier Model (SFM) are suggested. The focus is on the case of a normal/gamma SFM and the heavy--tailed stable/gamma SFM. In the first case the moment generating
Externí odkaz:
http://arxiv.org/abs/2212.08867
We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the composed error term, and is formulated as a weighted integral of prope
Externí odkaz:
http://arxiv.org/abs/2202.13445
We study the Bahadur efficiency of several weighted L2--type goodness--of--fit tests based on the empirical characteristic function. The methods considered are for normality and exponentiality testing, and for testing goodness--of--fit to the logisti
Externí odkaz:
http://arxiv.org/abs/2201.08604
We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving weighted--
Externí odkaz:
http://arxiv.org/abs/2111.00280
Autor:
García-Portugués, Eduardo, de Micheaux, Pierre Lafaye, Meintanis, Simos G., Verdebout, Thomas
We introduce nonparametric tests of independence for bivariate circular data based on trigonometric moments. Our contributions lie in (i) proposing nonparametric tests that are locally and asymptotically optimal against bivariate cosine von Mises alt
Externí odkaz:
http://arxiv.org/abs/2104.14620
Publikováno v:
In Econometrics and Statistics August 2024
