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.

Download full text files

Export metadata

Additional Services

Share in Twitter Search Google Scholar Statistics
Metadaten
Author:Hannelore Liero
URN:urn:nbn:de:kobv:517-opus-51494
Series (Serial Number):Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint (2003, 15)
Document Type:Preprint
Language:English
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