Smooth Tests of Goodness of Fit (PDF)

In this fully revised and expanded edition of Smooth Tests of
Goodness of Fit, the latest powerful techniques for assessing
statistical and probabilistic models using this proven class of
procedures are presented in a practical and easily accessible
manner. Emphasis is placed on modern developments such as
data-driven tests, diagnostic properties, and model selection
techniques. Applicable to most statistical distributions, the
methodology described in this book is optimal for deriving tests of
fit for new distributions and complex probabilistic models, and is
a standard against which new procedures should be compared.

New features of the second edition include:

* Expansion of the methodology to cover virtually any statistical
distribution, including exponential families

* Discussion and application of data-driven smooth tests

* Techniques for the selection of the best model for the data,
with a guide to acceptable alternatives

* Numerous new, revised, and expanded examples, generated using R
code

Smooth Tests of Goodness of Fit is an invaluable resource
for all methodological researchers as well as graduate students
undertaking goodness-of-fit, statistical, and probabilistic model
assessment courses. Practitioners wishing to make an informed
choice of goodness-of-fit test will also find this book an
indispensible guide.

Reviews of the first edition:

"This book gives a very readable account of the smooth tests
of goodness of fit. The book can be read by scientists having only
an introductory knowledge of statistics. It contains a fairly
extensive list of references; research will find it helpful for the
further development of smooth tests." --T.K. Chandra,
Zentralblatt für Mathematik und ihre Grenzgebiete, Band 73,
1/92'

"An excellent job of showing how smooth tests (a class of
goodness of fit tests) are generally and easily applicable in
assessing the validity of models involving statistical
distributions....Highly recommended for undergraduate and graduate
libraries." --Choice

"The book can be read by scientists having only an
introductory knowledge of statistics. It contains a fairly
extensive list of references; researchers will find it helpful for
the further development of smooth tests."--Mathematical
Reviews

"Very rich in examples . . . Should find its way to the desks
of many statisticians." --Technometrics