Bibliographic Details
| Title: |
Un test d'adéquation global pour la fonction de répartition conditionnelle |
| Alternate Title: |
A global test of goodness-of-fit for the conditional distribution function |
| Authors: |
Ferrigno, Sandie1 ferrigno@math.univ-montp2.fr, Ducharme, Gilles R.1 ducharme@math.univ-montp2.fr |
| Source: |
Comptes Rendus. Mathématique. Sep2005, Vol. 341 Issue 5, p313-316. 4p. |
| Subjects: |
Goodness-of-fit tests, Mathematical models, Statistical hypothesis testing, Statistics, Distribution (Probability theory), Asymptotic distribution |
| Abstract (English): |
Abstract: We propose a global test of goodness-of-fit to assess the validity of an entertained statistical model by testing simultaneously all the assumptions made about it. This test is based on a local polynomial estimator of the conditional distribution function and on the standard paradigm relating the distance between the nonparametric estimator and the theoretical parametric model. We derive the asymptotic distribution of the resulting test statistic under both the null hypothesis and local alternatives. To cite this article: S. Ferrigno, G.R. Ducharme, C. R. Acad. Sci. Paris, Ser. I 341 (2005). [Copyright &y& Elsevier] |
| Abstract (French): |
Résumé: Nous proposons un test d''''adéquation global permettant de juger de la validité d''''un modèle statistique en testant simultanément toutes les suppositions sous-jacentes à celui-ci. Ce test est basé sur l''''estimateur polynomial local de la fonction de répartition conditionnelle et sur un paradigme standard qui mesure la distance entre cet estimateur non paramétrique et le modèle paramétrique théorique. Nous obtenons le comportement asymptotique de la statistique du test à la fois sous l''''hypothèse nulle et sous des alternatives locales. Pour citer cet article : S. Ferrigno, G.R. Ducharme, C. R. Acad. Sci. Paris, Ser. I 341 (2005).
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| Database: |
Engineering Source |
