On approximate validation of models: a Kolmogorov–Smirnov-based approach
Author
Abstract
Suggested Citation
DOI: 10.1007/s11749-019-00691-1
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Axel Munk & Claudia Czado, 1998. "Nonparametric validation of similar distributions and assessment of goodness of fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(1), pages 223-241.
- P. C. Álvarez-Esteban & E. del Barrio & J. A. Cuesta-Albertos & C. Matrán, 2016. "A contamination model for the stochastic order," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 751-774, December.
- Alvarez-Esteban, Pedro Cesar & del Barrio, Eustasio & Cuesta-Albertos, Juan Antonio & Matran, Carlos, 2008. "Trimmed Comparison of Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 697-704, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Cárcamo, Javier & Cuevas, Antonio & Rodríguez, Luis-Alberto, 2024. "A uniform kernel trick for high and infinite-dimensional two-sample problems," Journal of Multivariate Analysis, Elsevier, vol. 202(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Eustasio del Barrio & Hristo Inouzhe & Carlos Matrán, 2020. "Box-Constrained Monotone Approximations to Lipschitz Regularizations, with Applications to Robust Testing," Journal of Optimization Theory and Applications, Springer, vol. 187(1), pages 65-87, October.
- Rippl, Thomas & Munk, Axel & Sturm, Anja, 2016. "Limit laws of the empirical Wasserstein distance: Gaussian distributions," Journal of Multivariate Analysis, Elsevier, vol. 151(C), pages 90-109.
- Alvarez-Esteban, Pedro C. & del Barrio, Eustasio & Cuesta-Albertos, Juan A. & Matrán, Carlos, 2010. "Assessing when a sample is mostly normal," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 2914-2925, December.
- del Barrio, Eustasio & Gordaliza, Paula & Lescornel, Hélène & Loubes, Jean-Michel, 2019. "Central limit theorem and bootstrap procedure for Wasserstein’s variations with an application to structural relationships between distributions," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 341-362.
- Genest Christian & Scherer Matthias, 2019. "The world of vines: An interview with Claudia Czado," Dependence Modeling, De Gruyter, vol. 7(1), pages 169-180, January.
- P. C. Álvarez-Esteban & E. del Barrio & J. A. Cuesta-Albertos & C. Matrán, 2016. "A contamination model for the stochastic order," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 751-774, December.
- Freitag, Gudrun & Munk, Axel, 2005. "On Hadamard differentiability in k-sample semiparametric models--with applications to the assessment of structural relationships," Journal of Multivariate Analysis, Elsevier, vol. 94(1), pages 123-158, May.
- Eustasio Barrio & Juan Cuesta-Albertos & Carlos Matrán & Sándor Csörgö & Carles Cuadras & Tertius Wet & Evarist Giné & Richard Lockhart & Axel Munk & Winfried Stute, 2000. "Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 9(1), pages 1-96, June.
- Gordon Anderson & Maria Grazia Pittau & Roberto Zelli & Jasmin Thomas, 2018. "Income Inequality, Cohesiveness and Commonality in the Euro Area: A Semi-Parametric Boundary-Free Analysis," Econometrics, MDPI, vol. 6(2), pages 1-20, March.
- Álvarez-Esteban, P.C. & del Barrio, E. & Cuesta-Albertos, J.A. & Matrán, C., 2013. "Searching for a common pooling pattern among several samples," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 1-14.
- Xu, Ganggang & Zhu, Huirong & Lee, J. Jack, 2020. "Borrowing strength and borrowing index for Bayesian hierarchical models," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
- Montes, Ignacio & Salamanca, Juan Jesús & Montes, Susana, 2020. "A modified version of stochastic dominance involving dependence," Statistics & Probability Letters, Elsevier, vol. 165(C).
- L. Baringhaus & N. Henze, 2017. "Cramér–von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(2), pages 167-188, April.
- Agulló-Antolín, Marina & Cuesta-Albertos, J.A. & Lescornel, Hélène & Loubes, Jean-Michel, 2015. "A parametric registration model for warped distributions with Wasserstein’s distance," Journal of Multivariate Analysis, Elsevier, vol. 135(C), pages 117-130.
- Cascos, Ignacio & López-Díaz, Miguel, 2012. "Trimmed regions induced by parameters of a probability," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 306-318.
More about this item
Keywords
Approximate model validation; Contamination neighbourhood; Trimming methods; Asymptotics; False discovery rate;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:testjl:v:29:y:2020:i:4:d:10.1007_s11749-019-00691-1. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.