Title of article
Goodness of fit test statistics for the zeta family
Author/Authors
Luong، نويسنده , , Andrew and Doray، نويسنده , , Louis G.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
9
From page
45
To page
53
Abstract
Goodness of fit test procedures for the zeta parametric family based on quadratic distances and the Box-Cox transform are developed. Test statistics based on quadratic distances are shown to follow a chi-square distribution asymptotically. Test procedures based on the Box-Cox transform make use of the estimator of the parameter introduced by the Box-Cox transform, and numerical computations are based on the nonlinear weighted least squares algorithms.
Keywords
Quadratic distance estimator , Zeta parametric family , Chi-square test statistics , Goodness of fit tests , Box-Cox transform , Nonlinear weighted least squares procedure
Journal title
Insurance Mathematics and Economics
Serial Year
1996
Journal title
Insurance Mathematics and Economics
Record number
1541401
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