Zobrazeno 1 - 10
of 736
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
Publikováno v:
Econometrics, Vol 9, Iss 1, p 10 (2021)
This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one b
Externí odkaz:
https://doaj.org/article/a92d329060704e97af6f88737a661030
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
Autor:
Simos G. Meintanis
Publikováno v:
Statistica, Vol 69, Iss 1, Pp 49-57 (2013)
A test for exponentiality is proposed which is consistent within the newly defined class of LIFRA life distributions. The test may be viewed as a test for uniformity based on a continuum of moment conditions. The limit null distribution of the test s
Externí odkaz:
https://doaj.org/article/6969bf32d3b24255a4ebe5b210b052f7
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
Autor:
Simos G. Meintanis
Publikováno v:
Statistica, Vol 65, Iss 3, Pp 293-300 (2007)
We employ the empirical probability generating function in constructing a goodness-of-fit test for negative binomial distributions. The proposed tests, which are formed as weighted integrals, are shown to be consistent and their asymptotic null distr
Externí odkaz:
https://doaj.org/article/734e6141d6834e5fb7a90457d184f36b
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