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Displaying similar documents to “Detection of transient change in mean – a linear behavior inside epidemic interval”

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...