Goodness-of-fit tests for parametric models based on biased samples

被引:1
|
作者
Sun, YQ [1 ]
Cui, SF [1 ]
Tiwari, RC [1 ]
机构
[1] Univ N Carolina, Dept Math, Charlotte, NC 28223 USA
关键词
censoring; consistency; Monte Carlo method; supremum test; truncation; weak convergence;
D O I
10.2307/3316149
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The authors study the problem of checking the adequacy of a parametric model for a distribution using several possibly censored weight biased samples. They discuss identifiability problems related to the underlying distribution and the distributions of the biased samples. They propose a test statistic based on the supremum of the weighted aggregated martingale residual processes from a number of such samples. Both numerical and graphical procedures are discussed, which the authors apply to do model checking for oil exploration drilling data.
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页码:475 / 490
页数:16
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