Publicación: GOODNESS-OF-FIT TEST FOR THE BIVARIATE HERMITE DISTRIBUTION
Fecha
2023
Autores
Título de la revista
ISSN de la revista
Título del volumen
Editor
AXIOMS
Resumen
THIS PAPER STUDIES THE GOODNESS OF FIT TEST FOR THE BIVARIATE HERMITE DISTRIBUTION. SPECIFICALLY, WE PROPOSE AND STUDY A CRAMER-VON MISES-TYPE TEST BASED ON THE EMPIRICAL PROBABILITY GENERATION FUNCTION. THE BOOTSTRAP CAN BE USED TO CONSISTENTLY ESTIMATE THE NULL DISTRIBUTION OF THE TEST STATISTICS. A SIMULATION STUDY INVESTIGATES THE GOODNESS OF THE BOOTSTRAP APPROACH FOR FINITE SAMPLE SIZES.
Descripción
Palabras clave
goodness-of-fit, empirical probability generating function, bootstrap distribution estimator, bivariate Hermite distribution
