Related papers: Adaptive goodness-of-fit tests based on signed ran…
We introduce a rank-based bent linear regression with an unknown change point. Using a linear reparameterization technique, we propose a rank-based estimate that can make simultaneous inference on all model parameters, including the…
Suppose we have an observed path from a point process counting event occurrences in a large population. Based on the observed path, we would like to test the null hypothesis that the conditional intensity of the point process belongs to a…
This article proposes omnibus portmanteau tests for contrasting adequacy of time series models. The test statistics are based on combining the autocorrelation function of the conditional residuals, the autocorrelation function of the…
Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…
We develop dimension-reduction-free tests for the slope function in functional linear regression when the functional regressor may be endogenous or measured with error. The tests are based on a functional moment condition induced by an…
We provide general adaptive upper bounds for estimating nonparametric functionals based on second order U-statistics arising from finite dimensional approximation of the infinite dimensional models. We then provide examples of functionals…
We propose a nonparametric statistical test for goodness-of-fit: given a set of samples, the test determines how likely it is that these were generated from a target density function. The measure of goodness-of-fit is a divergence…
In the research on checking whether the underlying model is of parametric single-index structure with outliers in observations, the purpose of this paper is two-fold. First, a test that is robust against outliers is suggested. The Hampel's…
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…
Motivated by applications to goodness of fit testing, the empirical likelihood approach is generalized to allow for the number of constraints to grow with the sample size and for the constraints to use estimated criteria functions. The…
Although the assumption of elliptical symmetry is quite common in multivariate analysis and widespread in a number of applications, the problem of testing the null hypothesis of ellipticity so far has not been addressed in a fully…
We introduce two novel non-parametric statistical hypothesis tests. The first test, called the relative test of dependency, enables us to determine whether one source variable is significantly more dependent on a first target variable or a…
For testing goodness of fit, we consider a class of U-statistics of overlapping spacings of order two, and investigate their asymptotic properties. The standard U-statistic theory is not directly applicable here as the overlapping spacings…
Significant progress has been made in developing identification and estimation techniques for missing data problems where modeling assumptions can be described via a directed acyclic graph. The validity of results using such techniques rely…
In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…
This paper proposes new parametric model adequacy tests for possibly nonlinear and nonstationary time series models with noncontinuous data distribution, which is often the case in applied work. In particular, we consider the correct…
Given a symmetric social network, we are interested in testing whether it has only one community or multiple communities. The desired tests should (a) accommodate severe degree heterogeneity, (b) accommodate mixed-memberships, (c) have a…
We propose a class of rank-based procedures for testing that the shape matrix $\mathbf{V}$ of an elliptical distribution (with unspecified center of symmetry, scale and radial density) has some fixed value ${\mathbf{V}}_0$; this includes,…
Although unbiasedness is a basic property of a good test, many tests on vector parameters or scalar parameters against two-sided alternatives are not finite-sample unbiased. This was already noticed by Sugiura [Ann. Inst. Statist. Math. 17…
Generalized linear models (GLMs) are used within a vast number of application domains. However, formal goodness of fit (GOF) tests for the overall fit of the model$-$so-called "global" tests$-$seem to be in wide use only for certain classes…