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In this paper, we provide a general definition of the Leimkuhler curve in terms of the theoretical cumulative distribution function. The definition applies to discrete, continuous and mixed random variables. Several examples are given to illustrate the use of the formula.
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This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one being entirely nonparametric and the second one...
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This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one being entirely nonparametric and the second one...
Persistent link: https://www.econbiz.de/10012483304