Nonparametric Monte Carlo Tests and Their Applications

• Main Author: Zhu, Lixing (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2005.
• Series: Lecture Notes in Statistics, 182
• Subjects: Statistics.; Statistical Theory and Methods.

A fundamental issue in statistical analysis is testing the fit of a particular probability model to a set of observed data. Monte Carlo approximation to the null distribution of the test provides a convenient and powerful means of testing model fit. Nonparametric Monte Carlo Tests and Their Applicat...

Table of Contents:

• Monte Carlo Tests
• Testing for Multivariate Distributions
• Asymptotics of Goodness-of-fit Tests for Symmetry
• A Test of Dimension-Reduction Type for Regressions
• Checking the Adequacy of a Partially Linear Model
• Model Checking for Multivariate Regression Models
• Heteroscedasticity Tests for Regressions
• Checking the Adequacy of a Varying-Coefficients Model
• On the Mean Residual Life Regression Model
• Homegeneity Testing for Covariance Matrices.