Tree based diagnostic procedures following a smooth test of goodness-of-fit

Gilles R. Ducharme () and Walid Al Akhras
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Gilles R. Ducharme: Université de Montpellier
Walid Al Akhras: Université de Montpellier

Metrika: International Journal for Theoretical and Applied Statistics, 2016, vol. 79, issue 8, No 4, 989 pages

Abstract: Abstract This paper introduces a statistical procedure, to be applied after a goodness-of-fit test has rejected a null model, that provides diagnostic information to help the user decide on a better model. The procedure goes through a list of departures, each being tested by a local smooth test. The list is organized into a hierarchy by seeking answers to the questions “Where is the problem?” and “What is the problem there?”. This hierarchy allows to focus on finer departures as the data becomes more abundant. The procedure controls the family-wise Type 1 error rate. Simulations show that the procedure can succeed in providing useful diagnostic information.

Keywords: Components of a Goodness-of-fit test; Diagnostic procedures; Strong control; Tree-structured family of null hypotheses; Type 1 error (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00184-016-0585-9

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