An R package for testing goodness of fit: goft
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2017.1404604
Abstract: ABSTRACT This R package implements three types of goodness-of-fit tests for some widely used probability distributions where there are unknown parameters, namely tests based on data transformations, on the ratio of two estimators of a… read more here.
Keywords: package; goodness fit; finance; package testing ... See more keywords
Permutation testing for goodness-of-fit and stochastic ordering with multivariate mixed variables
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2020.1836182
Abstract: Permutation tests are highly versatile non-parametric procedures that can be used to address a wide set of statistical problems, without strict assumptions on data distribution. The Non-Parametric Combination (NPC) procedure has been proposed in the… read more here.
Keywords: fit stochastic; goodness fit; multivariate; stochastic ordering ... See more keywords