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Divergence based statistics for model diagnostics

Typ:
Research report
Authors:
Esteban M., Hobza T., Marhuenda Y., Morales D.
Name of edition:
Trabajos I+D
Article number:
I-2007-22
Publisher:
Centro de Investigación Operativa
Serie:
Elche
Year:
2007
Keywords:
divergence, generalized linear models, bootstrap
Anotation:
Divergence-based test of goodness of fit when the observations are not identically distributed is introduced in this work.Its asymptotic properties are studied and its bootstrap versions are considered. Applications to generalized linear models diagnostic are proposed.
 
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