Smooth tests of goodness of fit: using r
Auteurs : RAYNER J. C. W., THAS O., BEST D. J.
New features of the second edition include:
- Expansion of the methodology to cover virtually any statistical distribution, including exponential families
- Discussion and application of data-driven smooth tests
- Techniques for the selection of the best model for the data, with a guide to acceptable alternatives
- Numerous new, revised, and expanded examples, generated using R code
Smooth Tests of Goodness of Fit is an invaluable resource for all methodological researchers as well as graduate students undertaking goodness-of-fit, statistical, and probabilistic model assessment courses. Practitioners wishing to make an informed choice of goodness-of-fit test will also find this book an indispensible guide.
1 Introduction.
1.1 The Problem Defined.
1.2 A Brief History of Smooth Tests.
1.3 Monograph Outline.
1.4 Examples.
2 Pearson's X2 Test.
2.1 Introduction.
2.2 Foundations.
2.3 The Pearson X2 Test - an Update.
2.4 X2 Tests of Composite Hypotheses.
2.5 Examples.
3 Asymptotically Optimal Tests.
3.1 Introduction.
3.2 The Likelihood Ratio, Wald, and Score Tests for a Simple Null Hypothesis.
3.3 The Likelihood Ratio, Wald and Score Tests for Composite Null Hypotheses.
3.4 Generalized Score Tests.
4 Neyman Smooth Tests for Simple Null Hypotheses.
4.1 Neyman's 2 test.
4.2 Neyman Smooth Tests for Uncategorized Simple Null Hypotheses.
4.3 The Choice of Order.
4.4 Examples.
4.5 EDF Tests.
5 Categorized Simple Null Hypotheses.
5.1 Smooth Tests for Completely Specified Multinomials.
5.2 X2 Effective Order.
5.3 Components of X2P.
5.4 Examples.
5.5 Class Construction.
5.6 A More Comprehensive Class of Tests.
5.7 Overlapping Cells Tests.
6 Neyman Smooth Tests for Uncategorized Composite Null Hypotheses.
6.1 Neyman Smooth Tests for Uncategorized Composite Null Hypotheses.
6.2 Smooth Tests for the Univariate Normal Distribution.
6.3 Smooth Tests for the Exponential Distribution.
6.4 Smooth Tests for Multivariate Normal Distribution.
6.5 Smooth Tests for the Bivariate Poisson Distribution.
6.6 Components of the Rao-Robson X2 Statistic.
7 Neyman Smooth Tests for Categorized Composite Null Hypotheses.
7.1 Neyman Smooth Tests for Composite Multinomials.
7.2 Components of the Pearson-Fisher Statistic.
7.3 Composite Overlapping Cells and Cell Focusing X2 Tests.
7.4 A Comparison between the Pearson-Fisher and Rao-Robson X2 Tests.
8 Neyman Smooth Tests for Uncategorized Composite Null Hypotheses: Discrete Distributions.
8.1 Neyman Smooth Tests for Discrete Uncategorized Composite Null Hypotheses.
8.2 Smooth and EDF Tests for the Univariate Poisson Distribution.
8.3 Smooth and EDF Tests for the Binomial Distribution.
8.4 Smooth Tests for the Geometric Distribution.
9 Construction of Generalized Smooth Tests: Theoretical Contributions.
9.1 Introduction.
9.2 Smooth Test Statistics with Informative Decompositions.
9.3 Generalized Smooth Tests with Informative Decompositions.
9.4 Efficiency.
9.5 Diagnostic Component Tests.
10 Smooth Modelling.
10.1 Introduction.
10.2 Model Selection through Hypothesis Testing.
10.3 Model Selection Based on Loss Functions.
10.4 Goodness of Fit Testing after Model Selection.
10.5 Correcting the Barton Density.
11 Generalized Smooth Tests for Uncategorized Composite Null Hypotheses.
11.1 Introduction.
11.2 Generalized Smooth Tests for the Logistic Distribution.
11.3 Generalized Smooth Tests for the Laplace Distribution.
11.4 Generalized Smooth Tests for the Extreme Value Distribution.
11.5 Generalized Smooth Tests for the Negative Binomial Distribution.
11.6 Generalized Smooth Tests for the...
Date de parution : 06-2011
Ouvrage de 304 p.
Disponible chez l'éditeur (délai d'approvisionnement : 12 jours).
Prix indicatif 132,66 €
Ajouter au panier
