National Repository of Grey Literature 2 records found  Search took 0.03 seconds. 
Goodness of fit tests with nuisance parameters
Baňasová, Barbora ; Hušková, Marie (advisor) ; Hlávka, Zdeněk (referee)
This thesis deals with the goodness of fit tests in nonparametric model in the presence of unknown parameters of the probability distribution. The first part is devoted to understanding of the theoretical basis. We compare two methodologies for the construction of test statistics with application of empirical characteristic and empirical distribution functions. We use kernel estimates of regression functions and parametric bootstrap method to approximate the critical values of the tests. In the second part of the thesis, the work is complemented with the simulation study for different choices of weighting functions and parameters. Finally we illustrate the use and the comparison of goodness of fit tests on the example with the real data set. Powered by TCPDF (www.tcpdf.org)
Application of isobars to stock market indices
Ivanková, Kristýna
Isobar surfaces, a method for describing the overall shape of multidimensional data, are estimated by nonparametric regression and used to evaluate the efficiency of selected markets based on returns of their stock market indices.

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