| bibtype |
J -
Journal Article
|
| ARLID |
0312534 |
| utime |
20240111140706.5 |
| mtime |
20090326235959.9 |
| WOS |
000259688500003 |
| DOI |
10.1016/j.spl.2008.01.007 |
| title
(primary) (eng) |
Divergence-based tests for model diagnostic |
| specification |
| page_count |
9 s. |
| media_type |
www |
|
| serial |
| ARLID |
cav_un_epca*0257616 |
| ISSN |
0167-7152 |
| title
|
Statistics & Probability Letters |
| volume_id |
78 |
| volume |
13 (2008) |
| page_num |
1702-1710 |
| publisher |
|
|
| title
(cze) |
Divergenční testy pro diagnostiku modelu |
| keyword |
goodness of fit |
| keyword |
devergence statistics |
| keyword |
GLM |
| keyword |
model checking |
| keyword |
bootstrap |
| author
(primary) |
| ARLID |
cav_un_auth*0101108 |
| name1 |
Hobza |
| name2 |
Tomáš |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0212990 |
| name1 |
Esteban |
| name2 |
M. D. |
| country |
ES |
|
| author
|
| ARLID |
cav_un_auth*0015540 |
| name1 |
Morales |
| name2 |
D. |
| country |
ES |
|
| author
|
| ARLID |
cav_un_auth*0213975 |
| name1 |
Marhuenda |
| name2 |
Y. |
| country |
ES |
|
| source |
|
| cas_special |
| project |
| project_id |
1M0572 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0001814 |
|
| project |
| project_id |
MTM2006-05693 |
| agency |
Instituto Nacional de Estadistica |
| country |
ES |
| ARLID |
cav_un_auth*0242467 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
Pearson's x2 test, and more generally, divergence-based tests of goodness-of-fit are asymptotically x2-distributed with m-1 degrees of freedom if the numbers of cells m is fixed, the observations are iid and the cell probabilities and model parameters are completely specified. Jiang (2001) proposed a nonstandard x2 test to check distributional assumptions for the case of observations not identically distributed. Under the same set up, in this paper a family of divergence-based tests are introduced and their asymptotic distributions are derived. In additions bootstrap tests based on the given divergence test statistics are considered. Applications to generalized linear models diagnostic are proposed. A simulation study is carried out to investigate performance of several power divergence tests. |
| abstract
(cze) |
Pearsonův x2-test a obecněji divergenční testy dobré shody mají asymptoticky x2-rozdělení s m-1 stupni volnosti za předpokladů, že počet buněk m je pevný, pozorování jsou iid a pravděpodobnosti jednotlivých buněk a parametry modelu jsou plně specifikovány. Jiang (2001) navrhl nestandardní x2-test dobré shody pro případ, kdy pozorování nepocházejí ze stejného rozdělení. Za stejných předpokladů je v této práci navržena rodina divergenčních testů a je odvozeno jejich asymptotické rozdělení. Jsou také uvažovány bootstrapové varianty daných divergenčních testů a je navržena jejich aplikace na testování v zobecněném lineárním modelu. Pomocí simulační studie je zkoumána účinnost několika divergenčních testů. |
| reportyear |
2009 |
| RIV |
BB |
| permalink |
http://hdl.handle.net/11104/0163576 |
| mrcbT16-f |
0.530 |
| mrcbT16-g |
0.036 |
| mrcbT16-h |
8.2 |
| mrcbT16-i |
0.00891 |
| mrcbT16-j |
0.363 |
| mrcbT16-k |
1899 |
| mrcbT16-l |
476 |
| mrcbT16-q |
34 |
| mrcbT16-s |
0.572 |
| mrcbT16-y |
12.3 |
| mrcbT16-x |
0.46 |
| arlyear |
2008 |
| mrcbU34 |
000259688500003 WOS |
| mrcbU56 |
pdf |
| mrcbU63 |
cav_un_epca*0257616 Statistics & Probability Letters 0167-7152 1879-2103 Roč. 78 č. 13 2008 1702 1710 Elsevier |
|