Goodness-of-fit tests for compound distributions with applications in insurance

Thus, classical independence tests involving Pearson’s chi-square statistic Q or Kullback’s minimum discrimination information statistic G cannot be applied because some of the

Keywords and phrases: Diagnostic Information, Elliptical Distribution, Goodness-of- fit test, Multivariate Laplace distribution, Multivariate logistic distribution, Multivariate

To sum up, we establish the asymptotic behavior of the Bickel-Rosenblatt statistic based on the residuals of stable and explosive autoregressive processes of order p (p

In particular, a one- or two-level parametric bootstrap approach is valid in goodness-of-fit testing for copula models using either the empirical copula process or its

DK use the results for z~ to compare the asymptotic power of z with that given by the best test when the shift is one of either mean only or. variance

We provide a comparison with the GOF procedure introduced in Chen and Deo [6] (called hereafter Chen and Deo’s test). For each examples, we give the size-power curves based on

We want to realize a goodness-of-fit test to establish whether or not the empirical distri- bution of the weights differs from the the normal distribution with expectation

Exercise 1 We want to realize a goodness-of-fit test to establish whether or not the empirical distribution of the weights differs from the binomial distribution.. Upload the