Bootstrap based goodness-of-fit-tests
✍ Scribed by Winfried Stute; Wenceslao Gonzáles Manteiga; Manuel Presedo Quindimil
- Book ID
- 110590884
- Publisher
- Springer
- Year
- 1993
- Tongue
- English
- Weight
- 450 KB
- Volume
- 40
- Category
- Article
- ISSN
- 0026-1335
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## Abstract Smooth tests of goodness of fit assess the fit of data to a given probability density function within a class of alternatives that differs ‘smoothly’ from the null model. These alternatives are characterized by their order: the greater the order the richer the class of alternatives. The
If (X i , i # Z) is a strictly stationary process with marginal density function f, we are interested in testing the hypothesis H 0 : [ f =f 0 ], where f 0 is given. We consider different test statistics based on integrated quadratic forms measuring the proximity between f n , a kernel estimator of