Goodness of fit test statistics for the zeta family
β Scribed by Andrew Luong; Louis G. Doray
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 446 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Copulas are often used in finance to characterize the dependence between assets. However, a choice of the functional form for the copula is an open question in the literature. This paper develops a goodness-of-fit test for copulas based on positive definite bilinear forms. The suggested test avoids
## Suvmary This paper is concerned with the power behaviour of four goodness-of-fit test statistics in sparse multinomials with k cells. Most previous work has been concerned only with both Pearson's Xz and the likelihood ratio test statistics. We consider in this study, two additional test statis
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