A goodness-of-fit test is concerned with the question whether a
given data set was generated by a specific probability distribution
such as an exponential. In this seminar we will discuss a variety
of such tests. We will consider their relative merits, and how to
run several of them simultaneously. We will also discuss tests for
multivariate data and a number of special cases such as...
In this lecture I will given an overview of various aspects of
statistical modeling. I'll start be reviewing parametric models.
Then I will discuss methods for dealing with model
misspecification. Next I will discuss nonparametric methods and
then move on to universal inference which is a new method for
handling irregular models. I'll finish with a few quick remarks on