A maximum entropy type test of fit

Lee, S; Vonta, I; Karagrigoriou, A

dc.contributor.author	Lee, S	en
dc.contributor.author	Vonta, I	en
dc.contributor.author	Karagrigoriou, A	en
dc.date.accessioned	2014-03-01T01:34:54Z
dc.date.available	2014-03-01T01:34:54Z
dc.date.issued	2011	en
dc.identifier.issn	0167-9473	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/20928
dc.subject	Brownian bridge	en
dc.subject	Goodness of fit test	en
dc.subject	Maximum entropy measure	en
dc.subject	Reliability	en
dc.subject.classification	Computer Science, Interdisciplinary Applications	en
dc.subject.classification	Statistics & Probability	en
dc.subject.other	Asymptotic distributions	en
dc.subject.other	Brownian bridge	en
dc.subject.other	Goodness-of-fit test	en
dc.subject.other	Maximum entropy	en
dc.subject.other	Monte Carlo Simulation	en
dc.subject.other	Real example	en
dc.subject.other	Sample sizes	en
dc.subject.other	Type tests	en
dc.subject.other	Computer simulation	en
dc.subject.other	Monte Carlo methods	en
dc.subject.other	Statistical tests	en
dc.subject.other	Entropy	en
dc.title	A maximum entropy type test of fit	en
heal.type	journalArticle	en
heal.identifier.primary	10.1016/j.csda.2011.03.012	en
heal.identifier.secondary	http://dx.doi.org/10.1016/j.csda.2011.03.012	en
heal.language	English	en
heal.publicationDate	2011	en
heal.abstract	In this paper, we propose a test of fit based on maximum entropy. The asymptotic distribution of the proposed test statistic is established and a corrected form for small and medium sample sizes is furnished. The performance of the test is investigated through extensive Monte Carlo simulations. Real examples are also presented and analyzed. (C) 2011 Elsevier B.V. All rights reserved.	en
heal.publisher	ELSEVIER SCIENCE BV	en
heal.journalName	Computational Statistics and Data Analysis	en
dc.identifier.doi	10.1016/j.csda.2011.03.012	en
dc.identifier.isi	ISI:000291916100008	en
dc.identifier.volume	55	en
dc.identifier.issue	9	en
dc.identifier.spage	2635	en
dc.identifier.epage	2643	en