Displaying similar documents to “Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models”

Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test.

Mikhail S. Nikulin, Vassiliy G. Voinov (1993)

Qüestiió

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We consider the problem of estimation of the value of a real-valued function u(θ), θ = (θ, ..., θ), on the basis of a sample from non-truncated or truncated multivariate Modified Power Series Distributions. Using the general theory of estimation and the results of Patil (1965) and Patel (1978) we give the tables of MVUE's for functions of parameter θ of trinomial, multinomial, negative-multinomial and left-truncated modified power series distributions. We have applied the properties...

Adaptive goodness-of-fit testing from indirect observations

Cristina Butucea, Catherine Matias, Christophe Pouet (2009)

Annales de l'I.H.P. Probabilités et statistiques

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In a convolution model, we observe random variables whose distribution is the convolution of some unknown density and some known noise density . We assume that is polynomially smooth. We provide goodness-of-fit testing procedures for the test : = , where the alternative is expressed with respect to 𝕃 2 -norm (i.e. has the form ψ n - 2 ∥ f - f 0 ∥ 2 2 ≥ 𝒞 ). Our procedure is adaptive with respect to the unknown smoothness parameter of . Different testing rates ( ...

Goodness of fit tests with weights in the classes based on ( h , φ ) -divergences

Elena Landaburu, Leandro Pardo (2000)

Kybernetika

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The aim of the paper is to present a test of goodness of fit with weigths in the classes based on weighted h , φ -divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [frank] and Kapur [kapur]. The weighted h , φ -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...

Parametric test for change in a parameter occurring in the density of one-parameter exponential family

van Huu Nguyen (1980)

Aplikace matematiky

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The problem of testing hypothesis under which the observations are independent, identically distributed against a class of alternatives of regression in a parameter of the one-parameter exponential family is studied. A parametric test for this problem is suggested. The relative efficiency of the parametric test compared to the rank test proposed in the author's preceding paper is also derived.

A nonparametric test of zero intrapair correlation

Antonín Lukš (1983)

Aplikace matematiky

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The author applies the test criterion of P. Rothety to the statistical analysis of the positive correclation of symmetric pairs of observations. In this particular case he arrives at some new results. His work ends with a general proof of the consistency of Rothery's test.