عناصر مشابهة
Robust Goodness-Of-Fit Tests Based On The TL-Moments
| المصدر: | مجلة كلية التجارة للبحوث العلمية |
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| الناشر: |
جامعة الإسكندرية - كلية التجارة
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| المؤلف الرئيسي: | |
| المجلد/العدد: | مج55, ع1 |
| محكمة: | نعم |
| الدولة: | مصر |
| التاريخ الميلادي: | 2018 |
| الصفحات: | 1 - 17 |
| DOI: | 10.21608/ACJ.2018.37218 |
| ISSN: | 1110-7588 |
| رقم MD: | 977573 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | English |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| رابط المحتوى: |
| المستخلص: | In this paper we propose goodness-of-fit test based on the TL-moments. Elamir and Seheult (2003) introduced the trimmed L-moments (TL-moments) as a “robust “generalization of the method of L-moments. They are well defined even if L-moments do not exist. Their sample variance and covariance can be obtained in closed form, Elamir and Seheult (2004). A distribution for which the trimmed L-moments exist is characterized by those trimmed L-moments, Hosking (2007). Several goodness of fits tests were constructed based on "adaptive" proportions of trimming and different forms for the test statistic. Robustness of validity and robustness of efficiency will be discussed and compared to other robust goodness-of-fit e.g. Brys et al. (2008). Applications to real data will be conducted |
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