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Title of Journal: Methodol Comput Appl Probab

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Abbravation: Methodology and Computing in Applied Probability

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Springer US

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1573-7713

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GoodnessofFit Tests for Continuous Regression

Authors: Alejandra Cabaña Enrique M Cabaña
Publish Date: 2008/09/30
Volume: 11, Issue: 2, Pages: 119-144
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Abstract

A family of transformations of the processes of accumulated residues of linear models is used to construct tests of fit of the models consistent for any alternative and focused on alternatives in the direction selected by the user The resulting tests are asymptotically distribution free both under the null hypothesis of fit and under the selected alternatives An interesting feature is that this distributions do not depend on possible parameter estimations

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  2. Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models
  3. Random Databases with Approximate Record Matching
  4. Importance and Sensitivity Analysis in Dynamic Reliability
  5. Random Survival Forests Models for SME Credit Risk Measurement
  6. Selecting the Best Population Using a Test for Equality Based on Minimal Wilcoxon Rank-sum Precedence Statistic
  7. Saddlepoint Approximations to Tail Probabilities and Quantiles of Inhomogeneous Discounted Compound Poisson Processes with Periodic Intensity Functions
  8. On Estimation of the Intensity Function of a Point Process
  9. Call Option Prices Based on Bessel Processes
  10. Waiting Time Distribution for the Emergence of Superpatterns
  11. Computing the Expected Markov Reward Rates with Stationarity Detection and Relative Error Control
  12. Estimating Stochastic Dynamical Systems Driven by a Continuous-Time Jump Markov Process
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