Goodness-of-fit analysis for multivariate normality based on generalized quantiles
β Scribed by J. Beirlant; D.M. Mason; C. Vynckier
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 351 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0167-9473
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The sample entropy, the estimate of the entropy per observation, has been introduced by Vasicek ((1976) A test for normality based on sample entropy, J. Royal Statist. Soc. B 38, 730 -737). In this paper, we provide the sample entropy of order statistics, and present one application of the sample en
Statistical depth functions are being used increasingly in nonparametric multivariate data analysis. In a broad treatment of depth-based methods, Liu, Parelius, and Singh (''Multivariate analysis by date depth: Descriptive statistics, graphics and inference (with discussion),'' 1999) include several
We consider testing the validity of the generalized logit model with I+1 categories based on case-control data. After reparametrization, the assumed logit model is equivalent to an (I+1)-sample semiparametric model in which the I log ratios of two unspecified density functions are linear in data. By
We test if a regression function belongs to a class of parametric models by measuring the discrepancy between a parametric ΓΏt and a local polynomial regression. The proposed test is a weighted L 2 -norm of a smoothed function based on the parametric residuals.