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Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes
Long range dependence linear processes wavelet estimator semiparametric estimator
2011/1/18
This paper is first devoted to study an adaptive wavelet based estimator of the long memory parameter for linear processes in a general semi-parametric frame. This is an extension of Bardet et al. (20...
THE GOODNESS-OF-FIT TEST BY USING MULTIVARIATE RANDOM WEIGHTING METHOD
Goodness-of-fit test multivariate random
2007/8/7
In this paper we set up the asymptotic theory of multivariate random weighting empirical process, obtain its conditional central limit theorem. Applying these results and using Kolmogorov Smirnov stat...