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
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DOI - Digital Object Identifier
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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
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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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
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e-ISSN
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Number of pages
6
Pages from-to
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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
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