Sökning: "Goodness-of-fit"

Visar resultat 1 - 5 av 36 avhandlingar innehållade ordet Goodness-of-fit.

  1. 1. Goodness-of-fit in Multivariate Time Series

    Detta är en avhandling från Getafe : Departamento de Estadıstica Universidad Carlos III de Madrid

    Författare :Huong Nguyen Thu; [2014]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    Sammanfattning : Goodness-of-fit is an important task in time series analysis. In this thesis, wepropose a new family of statistics and a new goodness-of-fit process for the wellknownmultivariate autoregressive moving average VARMA(p,q) model.Some preliminary results are studied first for an initial goodness-of-fit method. LÄS MER

  2. 2. On variance estimation and a goodness-of-fit test using the bootstrap method

    Detta är en avhandling från ; Dept. of Energy and Technology, Swedish University of Agricultural Sciences

    Författare :Saeid Amiri; Sveriges lantbruksuniversitet.; [2009]

    Sammanfattning : This thesis deals with the study of variance estimation using the bootstrap method, including the problem of choosing between nonparametric and parametric bootstrap methods. Paper I compares the two approaches, determines which method is preferable and analyses the accuracy of the approximations. LÄS MER

  3. 3. On the Measurement of Model Fit for Sparse Categorical Data

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Katrin Kraus; Uppsala universitet.; [2012]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; goodness-of-fit; sparseness; model fit; categorical data; fit statistic; sparse contingency table; Statistics; Statistik;

    Sammanfattning : This thesis consists of four papers that deal with several aspects of the measurement of model fit for categorical data. In all papers, special attention is paid to situations with sparse data. LÄS MER

  4. 4. Random Multigraphs Complexity Measures, Probability Models and Statistical Inference

    Detta är en avhandling från Stockholm : Department of Statistics, Stockholm University

    Författare :Termeh Shafie; Stockholms universitet.; [2012]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; multigraph; vertex labeled graph; edge labeled graph; isomorphism; edge multiplicity; simplicity and complexity; entropy; joint information; information divergence; goodness-of-fit; statistik; Statistics;

    Sammanfattning : This thesis is concerned with multigraphs and their complexity which is defined and quantified by the distribution of edge multiplicities. Two random multigraph models are considered.  The first model is random stub matching (RSM) where the edges are formed by randomly coupling pairs of stubs according to a fixed stub multiplicity sequence. LÄS MER

  5. 5. Maximum spacing methods and limit theorems for statistics based on spacings

    Detta är en avhandling från Umeå : Umeå universitet

    Författare :Magnus Ekström; Umeå universitet.; [1997]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Estimation; spacings; maximum spacing method; consistency; ^-divergence; goodness of fit; unimodal density; entropy estimation; uniform distribution;

    Sammanfattning : The maximum spacing (MSP) method, introduced by Cheng and Amin (1983) and independently by Ranneby (1984), is a general estimation method for continuous univariate distributions. The MSP method, which is closely related to the maximum likelihood (ML) method, can be derived from an approximation based on simple spacings of the Kullback-Leibler information. LÄS MER