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Article overview
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Data-driven goodness-of-fit tests | | Mikhail Langovoy
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1 Aug 2007 | | Abstract: | A general method for constructing tests of statistical hypotheses is
proposed. The method offers a generalization of the theory of score tests. Our
tests are incorporated with model selection rules to choose reasonable model
dimensions automatically by the data. A unified approach for proving
consistency of the tests is developed. | | Source: | arXiv, 0708.0169 | | Services: | Forum | Review | PDF | Favorites | |
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