4 papers · 1 filter
Priority-preserving augmentation of goodness-of-fit tests by conditional calibration
Roman Guchenko
An omnibus goodness-of-fit statistic can fail to exploit simple diagnostic evidence efficiently. For example, under a standard normal null, an exceptionally large observation is di…
Goodness of Fit Tests Based on Joint Densities of Multiple Sample Statistics
Roman Guchenko
We propose goodness-of-fit tests based on simulated confidence sets for joint distributions of multiple sample statistics, focusing on absolutely continuous null distributions with…
Optimal discrimination designs for semi-parametric models
Holger Dette, Roman Guchenko, Viatcheslav Melas +1
Much of the work in the literature on optimal discrimination designs assumes that the models of interest are fully specified, apart from unknown parameters in some models. Recent w…
Bayesian T-optimal discriminating designs
Holger Dette, Viatcheslav B. Melas, Roman Guchenko
The problem of constructing Bayesian optimal discriminating designs for a class of regression models with respect to the T-optimality criterion introduced by Atkinson and Fedorov (…