Search for dissertations about: "Goodness-of-fit"

Showing result 1 - 5 of 46 swedish dissertations containing the word Goodness-of-fit.

  1. 1. Goodness-of-fit in Multivariate Time Series

    Author : Huong Nguyen Thu; Campus de Getafe Facultad de Ciencias Sociales y Jurıdicas Department of Statistics Universidad Carlos III de Madrid; []

    Abstract : Goodness-of-fit is an important task in time series analysis. In this thesis, wepropose a new family of statistics and a new goodness-of-fit process for the wellknownmultivariate autoregressive moving average VARMA(p,q) model.Some preliminary results are studied first for an initial goodness-of-fit method. READ MORE

  2. 2. On variance estimation and a goodness-of-fit test using the bootstrap method

    Author : Saeid Amiri; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []

    Abstract : This thesis deals with the study of variance estimation using the bootstrap method, including the problem of choosing between nonparametric and parametric bootstrap methods. Paper I compares the two approaches, determines which method is preferable and analyses the accuracy of the approximations. READ MORE

  3. 3. On the Measurement of Model Fit for Sparse Categorical Data

    Author : Katrin Kraus; Dag Sörbom; Ghazi Shukur; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; goodness-of-fit; sparseness; model fit; categorical data; fit statistic; sparse contingency table; Statistics; Statistik;

    Abstract : This thesis consists of four papers that deal with several aspects of the measurement of model fit for categorical data. In all papers, special attention is paid to situations with sparse data. READ MORE

  4. 4. Random Multigraphs : Complexity Measures, Probability Models and Statistical Inference

    Author : Termeh Shafie; Ove Frank; Krzysztof Nowicki; Stockholms universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; multigraph; vertex labeled graph; edge labeled graph; isomorphism; edge multiplicity; simplicity and complexity; entropy; joint information; information divergence; goodness-of-fit; Statistics; statistik;

    Abstract : This thesis is concerned with multigraphs and their complexity which is defined and quantified by the distribution of edge multiplicities. Two random multigraph models are considered.  The first model is random stub matching (RSM) where the edges are formed by randomly coupling pairs of stubs according to a fixed stub multiplicity sequence. READ MORE

  5. 5. Maximum spacing methods and limit theorems for statistics based on spacings

    Author : Magnus Ekström; Umeå universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Estimation; spacings; maximum spacing method; consistency; ^-divergence; goodness of fit; unimodal density; entropy estimation; uniform distribution;

    Abstract : The maximum spacing (MSP) method, introduced by Cheng and Amin (1983) and independently by Ranneby (1984), is a general estimation method for continuous univariate distributions. The MSP method, which is closely related to the maximum likelihood (ML) method, can be derived from an approximation based on simple spacings of the Kullback-Leibler information. READ MORE