Displaying similar documents to “On testing hypotheses in the generalized Skillings-Mack random blocks setting”

Randomized goodness of fit tests

Friedrich Liese, Bing Liu (2011)

Kybernetika

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Classical goodness of fit tests are no longer asymptotically distributional free if parameters are estimated. For a parametric model and the maximum likelihood estimator the empirical processes with estimated parameters is asymptotically transformed into a time transformed Brownian bridge by adding an independent Gaussian process that is suitably constructed. This randomization makes the classical tests distributional free. The power under local alternatives is investigated. Computer...

Detection of transient change in mean – a linear behavior inside epidemic interval

Daniela Jarušková (2011)

Kybernetika

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A procedure for testing occurrance of a transient change in mean of a sequence is suggested where inside an epidemic interval the mean is a linear function of time points. Asymptotic behavior of considered trimmed maximum-type test statistics is presented. Approximate critical values are obtained using an approximation of exceedance probabilities over a high level by Gaussian fields with a locally stationary structure.