Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap
نویسندگان
چکیده
منابع مشابه
Bootstrap Goodness - of - Fit Test for the Beta - BinomialModel STEVEN
Model STEVEN T. GARREN1, RICHARD L. SMITH2 &WALTERW. PIEGORSCH3, 1Department of Mathemati s and Statisti s, James Madison University, Harrisonburg, Virginia, USA, 2Department of Statisti s, University of North Carolina, Chapel Hill, USA and 3Department of Statisti s, University of South Carolina, Columbia, USA ABSTRACT A ommon question in the analysis of binary data is how to deal with overdisp...
متن کاملFast large-sample goodness-of-fit tests for copulas
Goodness-of-fit tests are a fundamental element in the copula-based modeling of multivariate continuous distributions. Among the different procedures proposed in the literature, recent large scale simulations suggest that one of the most powerful tests is based on the empirical process comparing the empirical copula with a parametric estimate of the copula derived under the null hypothesis. As ...
متن کاملA Comparison of Two Bootstrap Schemes on Goodness of Fit Tests in Presence of Selection Bias
If a data set suffers from selection bias then, ordinary regression estimators must be adapted in order to achieve consistency. Consequently, it is necessary to modify any goodness of fit tests based on distances between parametric and non-parametric residuals. More particularly, any bootstrap approximation to these tests must be re– designed. Our first approach to this latter task is based on ...
متن کاملCopula model evaluation based on parametric bootstrap
Copulas are used to model multivariate data as they account for the dependence structure and provide a flexible representation of the multivariate distribution. A great number of copulas has been proposed with various dependence aspects. One important issue is the choice of an appropriate copula from a large set of candidate families to model the data at hand. A large number of copulas are comp...
متن کاملA global goodness-of-fit test for receiver operating characteristic curve analysis via the bootstrap method
OBJECTIVE Medical classification accuracy studies often yield continuous data based on predictive models for treatment outcomes. A popular method for evaluating the performance of diagnostic tests is the receiver operating characteristic (ROC) curve analysis. The main objective was to develop a global statistical hypothesis test for assessing the goodness-of-fit (GOF) for parametric ROC curves ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Canadian Journal of Statistics
سال: 2012
ISSN: 0319-5724
DOI: 10.1002/cjs.11135