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We develop goodness-of-fit tests for max-stable random fields, which are used to model heavy-tailed spatial data. The test statistics are constructed based on the Fourier transforms of the indicators of extreme values in the heavy-tailed…

Methodology · Statistics 2025-12-09 Ying Niu , Zhao Chen , Christina Dan Wang , Yuwei Zhao

Given observations from a circular random variable contaminated by an additive measurement error, we consider the problem of minimax optimal goodness-of-fit testing in a non-asymptotic framework. We propose direct and indirect testing…

Statistics Theory · Mathematics 2020-07-14 Sandra Schluttenhofer , Jan Johannes

Using fixed point characterization, we develop a new goodness of fit test for uniform distribution. We also discuss how the right censored observations can be incorporated in the proposed test procedure. We study the asymptotic properties…

Methodology · Statistics 2021-06-14 Sudheesh K. Kattumannil , Sreedevi E. P

Using the fact that some depth functions characterize certain family of distribution functions, and under some mild conditions, distribution of the depth is continuous, we have constructed several new multivariate goodness of fit tests…

Statistics Theory · Mathematics 2024-05-14 Rahul Singh , Subhajit Dutta , Neeraj Misra

We propose two families of tests for the classical goodness-of-fit problem to univariate normality. The new procedures are based on $L^2$-distances of the empirical zero-bias transformation to the normal distribution or the empirical…

Methodology · Statistics 2020-02-25 Steffen Betsch , Bruno Ebner

In this paper, we revisit the classical goodness-of-fit problems for univariate distributions; we propose a new testing procedure based on a characterisation of the uniform distribution. Asymptotic theory for the simple hypothesis case is…

Methodology · Statistics 2021-08-17 Bruno Ebner , Shawn Liebenberg , Jaco Visagie

The Gaussian graphical model is routinely employed to model the joint distribution of multiple random variables. The graph it induces is not only useful for describing the relationship between random variables but also critical for…

Methodology · Statistics 2022-12-15 Thien-Minh Le , Ping-Shou Zhong , Chenlei Leng

A variety of statistics based on sample spacings has been studied in the literature for testing goodness-of-fit to parametric distributions. To test the goodness-of-fit to a nonparametric class of univariate shape-constrained densities,…

Statistics Theory · Mathematics 2024-10-28 Kwun Chuen Gary Chan , Hok Kan Ling , Chuan-Fa Tang , Sheung Chi Phillip Yam

The degrees are a classical and relevant way to study the topology of a network. They can be used to assess the goodness-of-fit for a given random graph model. In this paper we introduce goodness-of-fit tests for two classes of models.…

Statistics Theory · Mathematics 2019-07-30 Sarah Ouadah , Stéphane Robin , Pierre Latouche

Logistic regression is widely used to model the propensity score in the analysis of nonignorable missing data. However, goodness-of-fit testing for this propensity score model has received limited attention in the literature. In this paper,…

Methodology · Statistics 2026-04-24 Manli Cheng , Yangjianchen Xu , Qinglong Tian , Pengfei Li

We consider the problem of testing hypotheses on the copula density from $n$ bi-dimensional observations. We wish to test the null hypothesis characterized by a parametric class against a composite nonparametric alternative. Each density…

Statistics Theory · Mathematics 2009-03-02 Ghislaine Gayraud , Karine Tribouley

We consider spatially homogeneous marked point patterns in an unboundedly expanding convex sampling window. Our main objective is to identify the distribution of the typical mark by constructing an asymptotic $\chi^2$-goodness-of-fit test.…

Statistics Theory · Mathematics 2016-08-10 Lothar Heinrich , Sebastian Lück , Volker Schmidt

Goodness-of-fit tests based on the Euclidean distance often outperform chi-square and other classical tests (including the standard exact tests) by at least an order of magnitude when the model being tested for goodness-of-fit is a discrete…

Methodology · Statistics 2024-04-09 William Perkins , Mark Tygert , Rachel Ward

We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramer-von Mises type is proposed and its asymptotic behavior is studied. We show that under null…

Statistics Theory · Mathematics 2018-06-19 A. S. Dabye , Yu. A. Kutoyants , E. D. Tanguep

This paper studies computational aspects of an asymptotically distribution-free goodness-of-fit test for non-Gaussian distributions based on the Khmaladze martingale transformation when the location and scale parameters of the distribution…

Applications · Statistics 2023-08-02 Jiwoong Kim

A new method for calculation of goodness of multidimensional fits in particle physics experiments is proposed. This method finds the smallest and largest clusters of nearest neighbors for observed data points. The cluster size is used to…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ilya Narsky

Given observations from a positive random variable contaminated by multiplicative measurement error, we consider a nonparametric goodness-of-fit testing task for its unknown density in a non-asymptotic framework. We propose a testing…

Statistics Theory · Mathematics 2025-12-02 Jan Johannes , Bianca Neubert

We consider the goodness-of fit testing problem for H\"older smooth densities over $\mathbb{R}^d$: given $n$ iid observations with unknown density $p$ and given a known density $p_0$, we investigate how large $\rho$ should be to…

Statistics Theory · Mathematics 2023-03-21 Julien Chhor , Alexandra Carpentier

Exact null distributions of goodness-of-fit test statistics are generally challenging to obtain in tractable forms. Practitioners are therefore usually obliged to rely on asymptotic null distributions or Monte Carlo methods, either in the…

Methodology · Statistics 2023-09-06 Alberto Fernández-de-Marcos , Eduardo García-Portugués

We present the results of a large number of simulation studies regarding the power of various goodness-of-fit as well as nonparametric two-sample tests for univariate data. This includes both continuous and discrete data. In general no…

Methodology · Statistics 2024-11-13 Wolfgang Rolke