Goodness of Fit Tests of L2-Type

  • We give a survey on procedures for testing functions which are based on quadratic deviation measures. The following problems are considered: Testing whether a density function lies in a parametric class of functions, whether continuous random variables are independent; testing cell probabilities and independence in sparse data sets; testing the parametric fit of a regression homoscedasticity in a regression model and testing the hazard rate in survival models with censoring and with and without covariates.

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Author:Hannelore Liero
Series (Serial Number):Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint (2003, 15)
Document Type:Preprint
Year of Completion:2003
Publishing Institution:Universität Potsdam
Release Date:2011/03/28
RVK - Regensburg Classification:SI 990
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Licence (German):License LogoKeine Nutzungslizenz vergeben - es gilt das deutsche Urheberrecht