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Goodness-of-fit Tests with Nuisance Regression and Scale

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10051789" target="_blank" >RIV/00216208:11320/10:10051789 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Goodness-of-fit Tests with Nuisance Regression and Scale

  • Original language description

    This paper aims to provide a partial literature review of goodness-of-fit tests with nuisance regression and scale parameters. For testing hypothesis of normality an extension of Shapiro-Wilk test is considered. We describe two tests based on different approach for testing general hypothesis. The first one uses a comparison of a pair of scale estimators that are regression invariant and scale equivariant. In the latter test nuisance parameters are estimated and the test statistics is based on a distancebetween the hypothetical characteristic function and the empirical characteristic function of residuals. A simulation study is performed to compare the power of these tests.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2010

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    WDS'10 Proceedings of Contributed Papers: Part I: Mathematics and Computer Sciences

  • ISBN

    978-80-7378-139-2

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

  • Publisher name

    Matfyzpress

  • Place of publication

    Prague

  • Event location

    Praha

  • Event date

    Jun 1, 2010

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article