Search Results - subject:"FIT"

A simple test for the parametric form of the variance function in nonparametric regression

Dette, Holger; Hetzler, Benjamin - In: Annals of the Institute of Statistical Mathematics 61 (2009) 4, pp. 861-886

Persistent link: https://www.econbiz.de/10008467098

ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS

CAPASSO, MARCO; ALESSI, LUCIA; BARIGOZZI, MATTEO; … - In: Advances in Complex Systems (ACS) 12 (2009) 02, pp. 157-167

goodness-of-fit test statistics based on the empirical distribution function. We argue that failing to re-estimate unknown …

Persistent link: https://www.econbiz.de/10004980451

Comparison of performance measures for multivariate discrete models

Meinel, Nina - In: AStA Advances in Statistical Analysis 93 (2009) 2, pp. 159-174

Persistent link: https://www.econbiz.de/10005004299

Self-Employment, Work–Family Fit and Mental Health Among Female Workers

Tuttle, Robert; Garr, Michael - In: Journal of Family and Economic Issues 30 (2009) 3, pp. 282-292

Persistent link: https://www.econbiz.de/10005029358

Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes

Grigoletto, Matteo; Provasi, Corrado - In: Econometric Reviews 28 (2009) 1-3, pp. 209-224

In this article, we study goodness of fit tests for some distributions of the innovations which are usually adopted to …

Persistent link: https://www.econbiz.de/10005644513

Goodness-of-Fit Tests and Descriptive Measures in Fuzzy-Set Analysis

Eliason, Scott R.; Stryker, Robin - In: Sociological Methods & Research 38 (2009) 1, pp. 102-146

In this article the authors develop goodness-of-fit tests for fuzzy-set analyses to formally assess the fit between … empirical information and various causal hypotheses while accounting for measurement error in membership scores. These goodness-of-fit … goodness-of-fit tests and descriptive measures may be used to assess individual causal factors as well as conjunctions of …

Persistent link: https://www.econbiz.de/10010789400

Harold Jeffreys' Theory of Probability revisited

Chopin, Nicolas; Robert, Christian P.; Rousseau, Judith - Université Paris-Dauphine (Paris IX) - 2009

Published nearly seventy years ago, Jeffreys' Theory of Probability (1939) has had a unique impact on the Bayesian community and is now considered to be one of the main classics in Bayesian Statistics as well as the initiator of the objective Bayes school. In particular, its advances on the...

Persistent link: https://www.econbiz.de/10010706449

Copula goodness-of-fit testing: an overview and power comparison

Berg, Daniel - In: The European Journal of Finance 15 (2009) 7-8, pp. 675-701

Several copula goodness-of-fit approaches are examined, three of which are proposed in this paper. Results are …

Persistent link: https://www.econbiz.de/10008603200

Models for construction of multivariate dependence - a comparison study

Aas, Kjersti; Berg, Daniel - In: The European Journal of Finance 15 (2009) 7-8, pp. 639-659

fit than the NAC and that it is computationally more efficient. Hence, we claim that the PCC is more suitable than the NAC …

Persistent link: https://www.econbiz.de/10008603207

On the upper tail of Italian firms’ size distribution

Cirillo, Pasquale; Hüsler, Jürg - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 8, pp. 1546-1554

In this paper we analyze the upper tail of the size distribution of Italian companies with limited liability belonging to the CEBI database. Size is defined in terms of net worth.

Persistent link: https://www.econbiz.de/10011057197