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Entropy goodness of fit test
澳门新葡8455最新网站:2012年05月16日 00:00 点击数:

报告人:Sangyeol Lee

报告地点:澳门新葡8455最新网站501教室

报告澳门新葡8455最新网站:2012年05月25日(星期五)10:00

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报告摘要:

In this talk, we consider an entropy based goodness of fit (gof) test for iid random samples and autoregressive time series models with unit roots. For the iid case, special attention is made on discrete random variables. In order to deal with composite hypothesis tests,we consider the Khmaladze transformation method of the empirical process to remove the parameter estimation effect. This approach is applied to the construction of the entropy test whose limiting null distribution is free from the choice of paramter estimators.

主讲人概况:

Sangyeol Lee, Ph.d, Professor.Research director of Korean Statistical Society.Vice dean of admission.Department of Statistics Seoul National University.

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