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Displaying 61 –
80 of
274
To validate pollution data, subject-matter experts in Airpl (an organization
that maintains a network of air pollution monitoring stations in western
France) daily perform visual examinations of the data and check their
consistency. In this paper, we describe these visual examinations and
propose a formalization for this problem. The examinations consist
in comparisons of so-called shorth intervals so we build a statistical
test that compares such intervals in a nonparametric regression model.
This...
To validate pollution data, subject-matter experts in Airpl (an organization that maintains a network of air pollution monitoring stations in western France) daily perform visual examinations of the data and check their consistency. In this paper, we describe these visual examinations and propose a formalization for this problem. The examinations consist in comparisons of so-called shorth intervals so we build a statistical test that compares such intervals in a nonparametric regression model. This...
The aim is to study the asymptotic behavior of estimators and tests
for the components of identifiable finite mixture models of
nonparametric densities with a known number of components.
Conditions for identifiability of the mixture components and
convergence of identifiable parameters are given.
The consistency and weak convergence of the identifiable parameters
and test statistics are presented for several models.
The author studies the linear rank statistics for testing the pypothesis of randomness against the alternative of two samples provided both are drawn grom discrete (integer-valued) distributions. The weak law of large numbers and the exact slope are obtained for statistics with randomized ranks of with averaged scores.
The concepts of cumulative distribution function and empirical distribution function are investigated for fuzzy random variables. Some limit theorems related to such functions are established. As an application of the obtained results, a method of handling fuzziness upon the usual method of Kolmogorov-Smirnov one-sample test is proposed. We transact the -level set of imprecise observations in order to extend the usual method of Kolmogorov-Smirnov one-sample test. To do this, the concepts of fuzzy...
We consider the problem of hypothesis testing within a monotone regression model. We propose a new test of the hypothesis : “” against the composite alternative : “” under the assumption that the true regression function is decreasing. The test statistic is based on the -distance between the isotonic estimator of and the function , since it is known that a properly centered and normalized version of this distance is asymptotically standard normally distributed under . 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
-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 -divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [frank] and Kapur [kapur]. The weighted -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...
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.
Currently displaying 61 –
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274