Showing stat.MEShow all
2 papers · 1 filter
stat.ME2025
Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
Alain Desgagné, Frédéric Ouimet
We propose a new omnibus goodness-of-fit test based on trigonometric moments of probability-integral-transformed data. The test builds on the framework of the LK test introduced by…
stat.ME2024
Reconciling Bayesian and frequentist approaches to robustness against outliers
Philippe Gagnon, Alain Desgagné
Heavy-tailed models are used as a way to gain robustness against outliers in Bayesian analyses. In frequentist analyses, M-estimators are often employed. In this paper, the two app…