Goodness-of-fit testing is a cornerstone of statistical methodology, providing robust means to assess whether empirical data align with a hypothesised distribution. Such tests underpin diverse ...
Two interesting processes, related to the empirical distribution function, have been pointed out by Rao (1972) and by Durbin (1973). The second, in particular, leads to the half-sample method, an ...
A new goodness-of-fit test for time series models is proposed. The test statistic is based on the distance between a kernel estimator of the ratio between the true and the hypothesized spectral ...
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