Universal residuals: A multivariate transformation
Universal residuals: A multivariate transformation
复制标题
DOI：
10.1016/j.spl.2007.02.008
复制
发表时间：
2007-08-01
影响因子：
0.8
通讯作者：
Brockwell, A. E.
中科院分区：
文献类型：
--
作者：
Brockwell, A. E.
Rosenblatt变换已被广泛用于模型拟合优度的评估，但它仅适用于联合分布连续的模型。在本文中，我们推广的转换，使其适用于任意概率模型。转换很简单，但有广泛的可能的应用，提供了一个工具，探索性的数据分析和正式的拟合优度测试的一个非常一般的一类概率模型。该方法是证明与具体的例子。(c)2007 Elsevier B.V.保留所有权利。
Rosenblatt's transformation has been used extensively for the evaluation of model goodness-of-fit, but it only applies to models whose joint distribution is continuous. In this paper we generalize the transformation so that it applies to arbitrary probability models. The transformation is simple, but has a wide range of possible applications, providing a tool for exploratory data analysis and formal goodness-of-fit testing for a very general class of probability models. The method is demonstrated with specific examples. (c) 2007 Elsevier B.V. All rights reserved.