Note on Multivariate Goodness-of-fit Tests
نویسندگان
چکیده
منابع مشابه
On the Canonical-Based Goodness-of-fit Tests for Multivariate Skew-Normality
It is well-known that the skew-normal distribution can provide an alternative model to the normal distribution for analyzing asymmetric data. The aim of this paper is to propose two goodness-of-fit tests for assessing whether a sample comes from a multivariate skew-normal (MSN) distribution. We address the problem of multivariate skew-normality goodness-of-fit based on the empirical Laplace tra...
متن کاملGoodness-of-Fit Tests for Copulas of Multivariate Time Series
In this paper, we study the asymptotic behavior of the sequential empirical process and the sequential empirical copula process, both constructed from residuals of multivariate stochastic volatility models. Applications for the detection of structural changes and specification tests of the distribution of innovations are discussed. It is also shown that if the stochastic volatility matrices are...
متن کاملThe Comparison Between Goodness of Fit Tests for Copula
Copula functions as a model can show the relationship between variables. Appropriate copula function for a specific application is a function that shows the dependency between data in a best way. Goodness of fit tests theoretically are the best way in selection of copula function. Different ways of goodness of fit for copula exist. In this paper we will examine the goodness of fit test...
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: The Annals of Mathematical Statistics
سال: 1962
ISSN: 0003-4851
DOI: 10.1214/aoms/1177704601