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Goodness-Of-Fit Tests Based on Estimated Expectations of Probability Integral Transformed Order Statistics

Author

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  • Jan Swanepoel
  • Francois Van Graan

Abstract

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Suggested Citation

  • Jan Swanepoel & Francois Van Graan, 2002. "Goodness-Of-Fit Tests Based on Estimated Expectations of Probability Integral Transformed Order Statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(3), pages 531-542, September.
    • Handle: RePEc:spr:aistmt:v:54:y:2002:i:3:p:531-542
    DOI: 10.1023/A:1022407026245
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    Cited by:

    1. Valeriya V. Lakshina & Andrey M. Silaev, 2016. "Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts?," Economics Bulletin, AccessEcon, vol. 36(4), pages 2368-2380.
    2. Valeria V. Lakshina, 2014. "The Fluke Of Stochastic Volatility Versus Garch Inevitability : Which Model Creates Better Forecasts?," HSE Working papers WP BRP 37/FE/2014, National Research University Higher School of Economics.
    3. Swanepoel, C. J. & Doku, W. O., 2003. "New goodness-of-fit tests for the error distribution of autoregressive time-series models," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 333-340, July.

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