Canadian Journal of Statistics

Goodness‐of‐fit tests for parametric models based on biased samples

Journal Article

Abstract

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.

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