Obálkové metody představují populární nástroj pro testování hypotéz o vhodnosti statistického modelu. Tyto testy graficky porovnávají funkci $T:I\to ℝ$ vypočtenou ze statistických dat s jejím protějškem získaným simulacemi. Chyba prvního druhu $\alpha$, tj. pravděpodobnost zamítnutí platné hypotézy, je obvykle kontrolována pouze pro fixní hodnotu $r\in I$, zatímco funkce $T$ je definována na intervalu hodnot $I$. V tomto článku představíme nový globální obálkový test, který umožňuje kontrolovat chybu prvního druhu současně...

The Goodman-Kruskal measure, which is a well-known measure of dependence for contingency tables, is generalized to the case when the variables of interest are categorized by linguistic terms rather than crisp sets. In addition, to test the hypothesis of independence in such contingency tables, a novel method of decision making is developed based on a concept of fuzzy $p$-value. The applicability of the proposed approach is explained using a numerical example.

We consider the problem of hypothesis testing within a monotone regression model. We propose a new test of the hypothesis $H_0$: “$f=f_0$” against the composite alternative $H_a$: “$f\ne f_0$” under the assumption that the true regression function $f$ is decreasing. The test statistic is based on the ${𝕃}_1$-distance between the isotonic estimator of $f$ and the function $f_0$, since it is known that a properly centered and normalized version of this distance is asymptotically standard normally distributed under $H_0$. We study the asymptotic...

We consider the problem of hypothesis testing within a monotone regression model. We propose a new test of the hypothesis H0: “ƒ = ƒ0” against the composite alternative Ha: “ƒ ≠ ƒ0” under the assumption that the true regression function f is decreasing. The test statistic is based on the ${𝕃}_1$-distance between the isotonic estimator of f and the function f0, since it is known that a properly centered and normalized version of this distance is asymptotically standard normally distributed under H0....

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 Cramér-von Mises goodness of fit tests for this distribution.

The aim of the paper is to present a test of goodness of fit with weigths in the classes based on weighted $\left(h,\phi \right)$-divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [frank] and Kapur [kapur]. The weighted $\left(h,\phi \right)$-divergence between an empirical distribution and a fixed distribution is here investigated for large simple random samples, and the asymptotic distributions are shown to be either normal or equal to the distribution of a linear...

In this paper, we make use of the information measure introduced by Mokkadem (1997) for building a goodness-of-fit test for long-range dependent processes. Our test statistic is performed in the frequency domain and writes as a non linear functional of the normalized periodogram. We establish the asymptotic distribution of our statistic under the null hypothesis. Under specific alternative hypotheses, we prove that the power converges to one. The performance of our test procedure is illustrated...

In this paper, we make use of the information measure introduced by Mokkadem (1997) for building a goodness-of-fit test for long-range dependent processes. Our test statistic is performed in the frequency domain and writes as a non linear functional of the normalized periodogram. We establish the asymptotic distribution of our statistic under the null hypothesis. Under specific alternative hypotheses, we prove that the power converges to one. The performance of our test procedure is illustrated...

The Accelerated Failure Time model presents a way to easily describe survival regression data. It is assumed that each observed unit ages internally faster or slower, depending on the covariate values. To use the model properly, we want to check if observed data fit the model assumptions. In present work we introduce a goodness-of-fit testing procedure based on modern martingale theory. On simulated data we study empirical properties of the test for various situations.

Chi-squared goodness-of-fit test for the family of logistic distributions id proposed. Different methods of estimation of the unknown parameters θ of the family are compared. The problem of homogeneity is considered.

Using characterization conditions of continuous distributions in terms of moments of order statistics given in [12], [23], [6] and [7] we present new goodness-of-fit techniques.

We construct goodness-of-fit tests for continuous distributions using their characterizations in terms of moments of order statistics and moments of record values. Our approach is based on characterizations presented in [2]-[4], [5], [9].

In this paper a new family of statistics based on $K_{\phi }$-divergence for testing goodness-of-fit under composite null hypotheses are considered. The asymptotic distribution of this test is obtained when the unspecified parameters are estimated by maximum likelihood as well as minimum $K_{\phi }$-divergence.

Starting from characterizations of continuous distributions in terms of the expected values of two functions of record values we construct a family of goodness-of-fit tests calculated from U-statistics.

Test procedures are constructed for testing the goodness-of-fit in parametric regression models. The test statistic is in the form of an L2 distance between the empirical characteristic function of the residuals in a parametric regression fit and the corresponding empirical characteristic function of the residuals in a non-parametric regression fit. The asymptotic null distribution as well as the behavior of the test statistic under contiguous alternatives is investigated. Theoretical results are...

In a recent paper Fay and Philippe [ESAIM: PS 6 (2002) 239–258] proposed a goodness-of-fit test for long-range dependent processes which uses the logarithmic contrast as information measure. These authors established asymptotic normality under the null hypothesis and local alternatives. In the present note we extend these results and show that the corresponding test statistic is also normally distributed under fixed alternatives.

Using characterization conditions of continuous distributions in terms of moments of order statistics and moments of record values we present new goodness-of-fit techniques.