scholarly journals Kernels, Degrees of Freedom, and Power Properties of Quadratic Distance Goodness-of-Fit Tests

2014 ◽  
Vol 109 (505) ◽  
pp. 395-410 ◽  
Author(s):  
Bruce G. Lindsay ◽  
Marianthi Markatou ◽  
Surajit Ray
2001 ◽  
Vol 78 (2) ◽  
pp. 161-190 ◽  
Author(s):  
Christian Gouriéroux ◽  
Carlos Tenreiro

Mathematics ◽  
2022 ◽  
Vol 10 (2) ◽  
pp. 267
Author(s):  
Richard Schweickert ◽  
Xiaofang Zheng

A Multinomial Processing Tree (MPT) is a directed tree with a probability associated with each arc and partitioned terminal vertices. We consider an additional parameter for each arc, a measure such as time. Each vertex represents a process. An arc descending from a vertex represents selection of a process outcome. A source vertex represents processing beginning with stimulus presentation and a terminal vertex represents a response. An experimental factor selectively influences a vertex if changing the factor level changes parameter values on arcs descending from that vertex and no others. Earlier work shows that if each of two factors selectively influences a different vertex in an arbitrary MPT it is equivalent to one of two simple MPTs. Which applies depends on whether the two selectively influenced vertices are ordered by the factors or not. A special case, the Standard Binary Tree for Ordered Processes, arises if the vertices are ordered and the factor selectively influencing the first vertex changes parameter values on only two arcs. We derive necessary and sufficient conditions, testable by bootstrapping, for this case. Parameter values are not unique. We give admissible transformations for them. We calculate degrees of freedom needed for goodness of fit tests.


2017 ◽  
Vol 6 (3) ◽  
pp. 43
Author(s):  
Nikolai Kolev ◽  
Jayme Pinto

The dependence structure between 756 prices for futures on crude oil and natural gas traded on NYMEX is analyzed  using  a combination of novel time-series and copula tools.  We model the log-returns on each commodity individually by Generalized Autoregressive Score models and account for dependence between them by fitting various copulas to corresponding  error terms. Our basic assumption is that the dependence structure may vary over time, but the ratio between the joint distribution of error terms and the product of marginal distributions (e.g., Sibuya's dependence function) remains the same, being time-invariant.  By performing conventional goodness-of-fit tests, we select the best copula, being member of the currently  introduced class of  Sibuya-type copulas.


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