Testing for the bivariate Poisson distribution

Goodness-of-fit Test for the Bivariate Hermite Distribution

“…According to Novoa-Muñoz and Jiménez-Gamero in [11], the properties of the statistic V n,w (θ n ) are asymptotic, that is, such properties describe the behavior of the test proposed for large samples. To study the goodness of the bootstrap approach for samples of finite size, a simulation experiment was carried out.…”

“…In the next section we will develop our statistician and for this the result given below will be fundamental, whose proof was presented in [11]. Proposition 1.…”

“…Because the properties of the proposed test are asymptotic (see, for example, [11]) and with the purpose of evaluating the behavior of the test for sample of finite size, a simulation study was carried out.…”

Tests for Structural Changes in Time Series of Counts

“…This choice for a >0 first appears in Treutler (), with the special case a =0 dating back to Baringhaus & Henze () and Rueda et al (), all in the context of goodness‐of‐fit testing for the Poisson distribution. More recently, it has been employed by Novoa‐Munoz & Jiménez‐Gamero (), Schweer (), Meintanis & Karlis () and Hudecová et al () for more general problems. With this weight function, test procedures afford certain interesting interpretations related to Neyman's smooth tests; see Baringhaus et al ().…”

Goodness-of-fit tests for the bivariate Poisson distribution

“…In the statistical literature on goodness-of-fit (gof) tests for the BPD, which is rather sparse in comparison with the univariate case, we found the following: the tests given by Crockett (1979), Loukas and Kemp (1986), Rayner and Best (1995) -these three tests are not consistent against each fixed alternative-and, more recently, the tests in Novoa-Muñoz and Jiménez-Gamero (2014), and Novoa-Muñoz and Jiménez-Gamero (2016) (hereafter abbreviated to NJ (2014) and NJ (2016), respectively).…”