Slowly decaying correlations, testing normality, nuisance parameters

Lade...
Vorschaubild
Dateien
Zu diesem Dokument gibt es keine Dateien.
Datum
1991
Autor:innen
Ghosh, Sucharita
Herausgeber:innen
Kontakt
ISSN der Zeitschrift
Electronic ISSN
ISBN
Bibliografische Daten
Verlag
Schriftenreihe
Auflagebezeichnung
ArXiv-ID
Internationale Patentnummer
Angaben zur Forschungsförderung
Projekt
Open Access-Veröffentlichung
Core Facility der Universität Konstanz
Gesperrt bis
Titel in einer weiteren Sprache
Publikationstyp
Zeitschriftenartikel
Publikationsstatus
Published
Erschienen in
Journal of the American Statistical Association. 1991, 86(415), pp. 785-791. Available under: doi: 10.1080/01621459.1991.10475110
Zusammenfassung

Slowly decaying serial correlations can cause goodness-of-fit tests for a distribution to reject the null hypothesis with probability tending to one with increasing sample size. When the null distribution is completely specified (simple null hypothesis) the problem is actually worse than for the case where there are nuisance parameters to be estimated (composite null hypothesis). In particular, we consider here testing normality. We discuss limit theorems and propose correction terms to be incorporated in certain goodness-of-fit statistics to improve the rates of convergence for the simple hypothesis case. We show how the problem is solved automatically for the composite null hypothesis case when the nuisance parameters are estimated from the data. Simulations illustrate the results.

Zusammenfassung in einer weiteren Sprache
Fachgebiet (DDC)
510 Mathematik
Schlagwörter
Fractional Gaussian Noise, Goodness-of-fit test, Hermite polynomial, Long-range dependence, Unsuspected correlations
Konferenz
Rezension
undefined / . - undefined, undefined
Forschungsvorhaben
Organisationseinheiten
Zeitschriftenheft
Datensätze
Zitieren
ISO 690BERAN, Jan, Sucharita GHOSH, 1991. Slowly decaying correlations, testing normality, nuisance parameters. In: Journal of the American Statistical Association. 1991, 86(415), pp. 785-791. Available under: doi: 10.1080/01621459.1991.10475110
BibTex
@article{Beran1991Slowl-18813,
  year={1991},
  doi={10.1080/01621459.1991.10475110},
  title={Slowly decaying correlations, testing normality, nuisance parameters},
  number={415},
  volume={86},
  journal={Journal of the American Statistical Association},
  pages={785--791},
  author={Beran, Jan and Ghosh, Sucharita}
}
RDF
<rdf:RDF
    xmlns:dcterms="http://purl.org/dc/terms/"
    xmlns:dc="http://purl.org/dc/elements/1.1/"
    xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
    xmlns:bibo="http://purl.org/ontology/bibo/"
    xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#"
    xmlns:foaf="http://xmlns.com/foaf/0.1/"
    xmlns:void="http://rdfs.org/ns/void#"
    xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > 
  <rdf:Description rdf:about="https://kops.uni-konstanz.de/server/rdf/resource/123456789/18813">
    <dcterms:title>Slowly decaying correlations, testing normality, nuisance parameters</dcterms:title>
    <foaf:homepage rdf:resource="http://localhost:8080/"/>
    <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
    <dcterms:abstract xml:lang="eng">Slowly decaying serial correlations can cause goodness-of-fit tests for a distribution to reject the null hypothesis with probability tending to one with increasing sample size. When the null distribution is completely specified (simple null hypothesis) the problem is actually worse than for the case where there are nuisance parameters to be estimated (composite null hypothesis). In particular, we consider here testing normality. We discuss limit theorems and propose correction terms to be incorporated in certain goodness-of-fit statistics to improve the rates of convergence for the simple hypothesis case. We show how the problem is solved automatically for the composite null hypothesis case when the nuisance parameters are estimated from the data. Simulations illustrate the results.</dcterms:abstract>
    <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
    <dc:contributor>Beran, Jan</dc:contributor>
    <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2012-03-20T14:47:58Z</dc:date>
    <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2012-03-20T14:47:58Z</dcterms:available>
    <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/18813"/>
    <dcterms:bibliographicCitation>Journal of the American Statistical Association ; 86 (1991), 415. - S. 785-791</dcterms:bibliographicCitation>
    <dcterms:rights rdf:resource="https://rightsstatements.org/page/InC/1.0/"/>
    <dc:language>eng</dc:language>
    <dc:rights>terms-of-use</dc:rights>
    <dcterms:issued>1991</dcterms:issued>
    <dc:creator>Ghosh, Sucharita</dc:creator>
    <dc:contributor>Ghosh, Sucharita</dc:contributor>
    <dc:creator>Beran, Jan</dc:creator>
    <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
  </rdf:Description>
</rdf:RDF>
Interner Vermerk
xmlui.Submission.submit.DescribeStep.inputForms.label.kops_note_fromSubmitter
Kontakt
URL der Originalveröffentl.
Prüfdatum der URL
Prüfungsdatum der Dissertation
Finanzierungsart
Kommentar zur Publikation
Allianzlizenz
Corresponding Authors der Uni Konstanz vorhanden
Internationale Co-Autor:innen
Universitätsbibliographie
Nein
Begutachtet
Diese Publikation teilen