搜索结果: 1-13 共查到“理论统计学 goodness of fit”相关记录13条 . 查询时间(0.082 秒)
Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes
Statistics Theory (math.ST)
2010/12/17
This paper is first devoted to study an adaptive wavelet based estimator of the long memory parameter for linear processes in a general semi-parametric frame. This is an extension of Bardet {\it et al...
Adaptive estimator of the memory parameter and goodness-of-fit test using a multidimensional increment ratio statistic
Long-memory Gaussian processes goodness-of-fit test estimation of the memory parameter
2010/10/14
The Increment Ratio (IR) statistic was first defined and studied in Surgailis {\it et al.} (2008) for estimating the long-memory parameter either of a stationary or an increment stationary Gaussian p...
Residuals and goodness-of-fit tests for stationary marked Gibbs point processes
stationary marked Gibbs point processes residuals goodness-of-fit test quadrat count-ing test maximum pseudolikelihood estimator
2010/3/10
The inspection of residuals is a fundamental step to investigate the
quality of adjustment of a parametric model to data. For spatial
point processes, the concept of residuals has been recently prop...
A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
additive regression bootstrap empirical likelihood goodness of fit infinite-dimensional parameter kernel estimation monotone regression
2010/3/9
We propose an empirical likelihood test that is able to test the goodness of fit of a class of parametric and semi-parametric multiresponse regression models. The class includes as special cases
full...
Nonparametric Estimation of Kullback-Leibler Information Illustrated by Evaluating Goodness of Fit
Goodness of Fit Kullback-Leibler Information Consistency
2009/9/22
We describe a method for quantifying the lack of t in a proposed
family of distributions. The method involves estimating the posterior distribu-
tion of the Kullback-Leibler information between the ...
STOCHASTIC VOLATILITY:APPROXIMATION AND GOODNESS-OF-FIT TEST
Non-parametric estimation goodness-of-fit test stochastic volatility discrete time observation
2009/9/18
Let X be the unique solution started from x0 of the stochastic
differential equation dXt = µ(t;Xt)dBt +b(t;Xt)dt with B a standard
Brownian motion. We consider an approximation of the volatili...
A framework is developed using techniques from
rate distortion theory in statistical testing. The idea is first to do
optimal compression according to a certain distortion function
and then use inf...
On the Goodness-of-Fit Testing for Ergodic Diffusion Processes
Cramer-von Mises type tests diffusion process goodness of fit hypotheses testing ergodic diffusion
2010/3/19
We consider the goodness of fit testing problem for ergodic diffusion
processes. The basic hypothesis is supposed to be simple. The
diffusion coefficient is known and the alternatives are described ...
Goodness-of-Fit Tests for Perturbed Dynamical Systems
Cramer-von Mises Kolmogorov-Smirnov and Chi-Square tests diffusion process goodness of fit hypotheses testing
2010/3/19
We consider the goodness of fit testing problem for stochastic differential
equation with small diffusion coefficient. The basic hypothesis
is always simple and it is described by the known trend co...
On the Goodness-of-Fit Tests for Some Continuous Time Processes
Hypotheses testing diffusion process Poisson process selfexcitingprocess goodness-of-fit tests
2010/3/19
We present a review of several results concerning the construction
of the Cram´er-von Mises and Kolmogorov-Smirnov type goodnessof-
fit tests for continuous time processes. As the models we ta...
A test of goodness-of-fit for the copula densities
Adaptation Copula Density Minimax Theory of Test GoodnessTest of Fit
2010/3/18
We consider the problem of testing hypotheses on the copula density from n bidimensional
observations. We wish to test the null hypothesis characterized by a
parametric class against a composite non...
Nonparametric goodness-of fit testing in quantum homodyne tomography with noisy data
Density matrix Goodness-of fit test Minimaxrates Nonparametric test Pattern Functions estimation Quantum homodynetomography
2010/4/30
In the framework of quantum optics, we study the problem of
goodness-of-fit testing in a severely ill-posed inverse problem. A novel testing
procedure is introduced and its rates of convergence are ...
Goodness of fit test for ergodic diffusion processes
consistent test empirical process asymptotically distributionfree tests
2010/4/26
A goodness of fit test for the drift coefficient of an ergodic diffusion
process is presented. The test is based on the score marked empirical
process. The weak convergence of the proposed test stat...