goodness of fit

Kendall’s function for copulas

September 12, 2012 | arthur charpentier

As mentioned in the course on copulas, a nice tool to describe dependence it Kendall's cumulative function. Given a random pair with distribution  , define random variable . Then Kendall's cumulative function is Genest and Rivest (1993) intr... [Read more...]

Example 8.8: more Hosmer and Lemeshow

October 5, 2010 | Ken Kleinman

This is a special R-only entry.In Example 8.7, we showed the Hosmer and Lemeshow goodness-of-fit test. Today we demonstrate more advanced computational approaches for the test.If you write a function for your own use, it hardly matters what it looks l...
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