Goodness-of-fit graphical assessment for a broad family of unimodal distributions
Pere Grima,
José A. Sánchez-Espigares and
Pedro Delicado
Communications in Statistics - Theory and Methods, 2022, vol. 53, issue 1, 396-418
Abstract:
A Skewed Exponential Power Distribution is used to construct a bidimensional array of graphics in which kurtosis varies when moving horizontally and skewness when moving vertically. The Normal distribution lies in the center of the mosaic. Given a sample, the null hypotheses that it comes from each distribution in the mosaic are tested and the cell of each distribution is filled with a color that is a function of the obtained p-value. In this way, a dark area is obtained on the mosaic to indicate the distributions with which the sample is compatible.
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:53:y:2022:i:1:p:396-418
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DOI: 10.1080/03610926.2022.2082479
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