Tailor-made tests for goodness of fit to semiparametric hypotheses

Tailor-made Tests for Goodness of Fit to Semiparametric Hypotheses

We introduce a new framework for constructing tests of a general semiparametric hypotheses which (i) have non-trivial power on the n−1/2 scale in every direction. (ii) can be tailored to put substantial power on alternatives of importance. The approach is based on combining test statistics based on stochastic processes of score statistics with bootstrap critical values.

The 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...

On Goodness-of-fit Tests

Goodness-of-Fit for Revealed Preference Tests

I describe a goodness-of-fit measure for revealed preference tests. This index can be used to measure the degree to which an economic agent violates the model of utility maximization. I calculate the violation indices for a 38 consumers and find that the observed choice behavior is very close to optimizing behavior.

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...