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Goodness‐of‐fit tests for parametric models based on biased samples
Author(s) -
Sun Yanqing,
Cui Sufang,
Tiwari Ram C.
Publication year - 2002
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3316149
Subject(s) - goodness of fit , parametric statistics , statistic , identifiability , mathematics , residual , statistics , parametric model , computer science , algorithm
The authors study the problem of checking the adequacy of a parametric model for a distribution using several possibly censored weight biased samples. They discuss identifiability problems related to the underlying distribution and the distributions of the biased samples. They propose a test statistic based on the supremum of the weighted aggregated martingale residual processes from a number of such samples. Both numerical and graphical procedures are discussed, which the authors apply to do model checking for oil exploration drilling data.