1996•Communications for Statistical Applications and MethodsRequires access

Comparisons between Goodness-of-Fit Tests for ametric Model via Nonparametric Fit

Choon-Rak Kim, Chan-Kon Hong, Meeseon Jeong

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Abstract

Most of existing nonparametric test statistics are based on the residuals which are obtained by regressing the data to a parametric model. In this paper we compare power of goodness-of-fit test statistics for testing the (null)parametric model versus the (alternative) nonparametric model.

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What this paper is about

Most of existing nonparametric test statistics are based on the residuals which are obtained by regressing the data to a parametric model. In this paper we compare power of goodness-of-fit test statistics for testing the (null)parametric model versus the (alternative) nonparametric model.

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Available abstract

Most of existing nonparametric test statistics are based on the residuals which are obtained by regressing the data to a parametric model. In this paper we compare power of goodness-of-fit test statistics for testing the (null)parametric model versus the (alternative) nonparametric model.

Key concepts: Goodness of fit, Nonparametric statistics, Statistics, Mathematics, Parametric statistics, Semiparametric regression, Econometrics, Statistical hypothesis testing

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