Related papers: Goodness-of-Fit Tests for Perturbed Dynamical Syst…
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…
We introduce a simple diagnostic test for assessing the overall or partial goodness of fit of a linear causal model with errors being independent of the covariates. In particular, we consider situations where hidden confounding is…
A large class of goodness-of-fit test statistics based on sup-functionals of weighted empirical processes is proposed and studied. The weight functions employed are Erd\H{o}s-Feller-Kolmogorov-Petrovski upper-class functions of a Brownian…
We consider the convolution model where i.i.d. random variables $X_i$ having unknown density $f$ are observed with additive i.i.d. noise, independent of the $X$'s. We assume that the density $f$ belongs to either a Sobolev class or a class…
Due to the broad applications of elliptical models, there is a long line of research on goodness-of-fit tests for empirically validating them. However, the existing literature on this topic is generally confined to low-dimensional settings,…
Assessing model adequacy is a crucial step in regression analysis, ensuring the validity of statistical inferences. For Generalized Functional Linear Models (GFLMs), which are widely used for modeling relationships between scalar responses…
We construct Bayesian and frequentist finite-sample goodness-of-fit tests for three different variants of the stochastic blockmodel for network data. Since all of the stochastic blockmodel variants are log-linear in form when block…
Despite the wide usage of parametric point processes in theory and applications, a sound goodness-of-fit procedure to test whether a given parametric model is appropriate for data coming from a self-exciting point processes has been missing…
Weighted histograms are used for the estimation of probability density functions. Computer simulation is the main domain of application of this type of histogram. A review of chi-square goodness of fit tests for weighted histograms is…
Goodness-of-Fit tests, including Smooth ones, are introduced and applied to detect non-Gaussianity in Cosmic Microwave Background simulations. We study the power of three different tests: the Shapiro-Francia test (1972), the uncategorised…
We present the first method for assessing the relevance of a model-based clustering result in a general framework. Standard validation criteria, like the adjusted Rand index, rely on external labels to assess partition accuracy;…
We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algorithm for generating exchangeable copies by conditioning on…
A framework is developed using techniques from rate distortion theory in statistical testing. The idea is first to do optimal compression according to a certain distortion function and then use information divergence from the compressed…
This paper introduces diagnostic tests for the nature of lack of fit in ordinary differential equation models (ODEs) proposed for data. We present a hierarchy of three possible sources of lack of fit: unaccounted-for stochastic variation,…
Various distribution free goodness-of-fit test procedures have been extracted from literature. We present two new binning free tests, the univariate three-region-test and the multivariate energy test. The power of the selected tests with…
Two goodness-of-fit tests for copulas are being investigated. The first one deals with the case of elliptical copulas and the second one deals with independent copulas. These tests result from the expansion of the projection pursuit…
This paper proposes new specification tests for conditional models with discrete responses, which are key to apply efficient maximum likelihood methods, to obtain consistent estimates of partial effects and to get appropriate predictions of…
A general and relatively simple method for construction of multivariate goodness-of-fit tests is introduced. The proposed test is applied to elliptical distributions. The method is based on a characterization of probability distributions…
Testing procedures for assessing a parametric regression model with circular response and $\mathbb{R}^d$-valued covariate are proposed and analyzed in this work both for independent and for spatially correlated data. The test statistics are…
Characteristic-function based goodness-of-fit tests are suggested for multivariate observations. The test statistics, which are straightforward to compute, are defined as two-sample criteria measuring discrepancy between multivariate ranks…