On goodness-of-fit tests for arbitrary multivariate models
Methodology
2023-03-20 v2 Instrumentation and Methods for Astrophysics
High Energy Physics - Experiment
Data Analysis, Statistics and Probability
Abstract
Goodness-of-fit tests are often used in data analysis to test the agreement of a distribution to a set of data. These tests can be used to detect an unknown signal against a known background or to set limits on a proposed signal distribution in experiments contaminated by poorly understood backgrounds. Out-of-the-box non-parametric tests that can target any proposed distribution are only available in the univariate case. In this paper, we discuss how to build goodness-of-fit tests for arbitrary multivariate distributions or multivariate data generation models.
Cite
@article{arxiv.2211.03478,
title = {On goodness-of-fit tests for arbitrary multivariate models},
author = {Lolian Shtembari and Allen Caldwell},
journal= {arXiv preprint arXiv:2211.03478},
year = {2023}
}