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Preliminaries (Building Blocks)

  • Olivier Thas
Part of the Springer Series in Statistics book series (SSS)

Abstract

This chapter provides an introduction to some methods and concepts on which many of the goodness-of-fit methods are based. For instance, the empirical distribution function (EDF) plays a central role in many GOF techniques. Instead of introducing and discussing the EDF in the section where it is used for the first time, we have chosen to isolate it and put it into this chapter. When in further chapters a method is described which relies heavily on the EDF, the reader is referred to this introductory chapter. Other concepts treated in this way are empirical processes, comparison distributions, Hilbert spaces, parameter estimation, and nonparametric density estimation. Some of the topics are quite technical, but we have tried to focus on the rationale and intuition behind them, rather than providing all the technical details

Keywords

Empirical Process Empirical Distribution Function Mean Integrate Square Error Functional Central Limit Theorem Orthonormal Polynomial 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  • Olivier Thas
    • 1
  1. 1.Department of Applied Mathematics Biometrics, and Process ControlGhent UniversityGentBelgium

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