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  • This paper aims to provide a partial literature review of goodness-of-fit tests with nuisance regression and scale parameters. For testing hypothesis of normality an extension of Shapiro-Wilk test is considered. We describe two tests based on different approach for testing general hypothesis. The first one uses a comparison of a pair of scale estimators that are regression invariant and scale equivariant. In the latter test nuisance parameters are estimated and the test statistics is based on a distance between the hypothetical characteristic function and the empirical characteristic function of residuals. A simulation study is performed to compare the power of these tests.
  • This paper aims to provide a partial literature review of goodness-of-fit tests with nuisance regression and scale parameters. For testing hypothesis of normality an extension of Shapiro-Wilk test is considered. We describe two tests based on different approach for testing general hypothesis. The first one uses a comparison of a pair of scale estimators that are regression invariant and scale equivariant. In the latter test nuisance parameters are estimated and the test statistics is based on a distance between the hypothetical characteristic function and the empirical characteristic function of residuals. A simulation study is performed to compare the power of these tests. (en)
Title
  • Goodness-of-fit Tests with Nuisance Regression and Scale
  • Goodness-of-fit Tests with Nuisance Regression and Scale (en)
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  • Goodness-of-fit Tests with Nuisance Regression and Scale
  • Goodness-of-fit Tests with Nuisance Regression and Scale (en)
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  • RIV/00216208:11320/10:10051789!RIV11-MSM-11320___
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  • 260894
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  • RIV/00216208:11320/10:10051789
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  • regression; nuisance parameters; goodness-of-fit tests (en)
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  • [37AB94E93E32]
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  • Praha
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  • Prague
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  • WDS'10 Proceedings of Contributed Papers: Part I: Mathematics and Computer Sciences
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  • Sabolová, Radka
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  • Matfyzpress
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  • 978-80-7378-139-2
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  • 11320
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