Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/87197
DC Field | Value | Language |
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dc.contributor.author | Tenreiro, Carlos | - |
dc.date.accessioned | 2019-06-14T21:36:35Z | - |
dc.date.available | 2019-06-14T21:36:35Z | - |
dc.date.issued | 2019 | - |
dc.identifier.uri | https://hdl.handle.net/10316/87197 | - |
dc.description.abstract | The situation, common in the current literature, is that of a whole family of location-scale/scale invariant test statistics, indexed by a parameter $\lambda\in\Lambda$, is available to test the goodness of fit of $F$, the underlying distribution function of a set of independent real-valued random variables, to a location-scale/scale family of distribution functions. The power properties of the tests associated with the different statistics usually depend on the parameter $\lambda$, called the ``tuning parameter'', which is the reason that its choice is crucial to obtain a performing test procedure. In this paper, we address the automatic selection of the tuning parameter when $\Lambda$ is finite, as well as the calibration of the associated goodness-of-fit test procedure. Examples of existing and new tuning parameter selectors are discussed, and the methodology presented of combining different test statistics into a single test procedure is applied to well known families of test statistics for normality and exponentiality. A simulation study is carried out to access the power of the different tests under consideration, and to compare them with the fixed tuning parameter procedure, usually recommended in the literature. | pt |
dc.language.iso | por | pt |
dc.publisher | Taylor and Francis | pt |
dc.rights | embargoedAccess | pt |
dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | pt |
dc.subject | goodness-of-fit tests; data-based tuning parameter selection; calibration; normality tests; empirical characteristic function; exponentiality tests; empirical Laplace transform | pt |
dc.title | On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests | pt |
dc.type | article | - |
degois.publication.firstPage | 1780 | pt |
degois.publication.lastPage | 1797 | pt |
degois.publication.issue | 10 | pt |
degois.publication.title | Journal of Statistical Computation and Simulation | pt |
dc.relation.publisherversion | https://www.tandfonline.com/doi/abs/10.1080/00949655.2019.1598409?journalCode=gscs20 | pt |
dc.peerreviewed | yes | pt |
dc.identifier.doi | 10.1080/00949655.2019.1598409 | pt |
degois.publication.volume | 89 | pt |
dc.date.embargo | 2020-12-31 | * |
uc.date.periodoEmbargo | 730 | pt |
uc.controloAutoridade | Sim | - |
item.fulltext | Com Texto completo | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.grantfulltext | open | - |
item.languageiso639-1 | pt | - |
item.openairetype | article | - |
item.cerifentitytype | Publications | - |
crisitem.author.researchunit | CMUC - Centre for Mathematics of the University of Coimbra | - |
crisitem.author.orcid | 0000-0002-5495-6644 | - |
Appears in Collections: | I&D CMUC - Artigos em Revistas Internacionais |
Files in This Item:
File | Description | Size | Format | |
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astp-author's version.pdf | 231.86 kB | Adobe PDF | View/Open |
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