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We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…

Methodology · Statistics 2021-04-28 Sean van der Merwe

The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…

Statistics Theory · Mathematics 2019-04-18 Feras A. Saad , Cameron E. Freer , Nathanael L. Ackerman , Vikash K. Mansinghka

We consider the problem of estimating the population probability distribution given a finite set of multivariate samples, using the maximum entropy approach. In strict keeping with Jaynes' original definition, our precise formulation of the…

Data Analysis, Statistics and Probability · Physics 2007-07-13 Sabbir Rahman , Mahbub Majumdar

We present a universal method to include residual un-modeled background shape uncertainties in likelihood based statistical tests for high energy physics and astroparticle physics. This approach provides a simple and natural protection…

Data Analysis, Statistics and Probability · Physics 2017-05-10 Nadav Priel , Ludwig Rauch , Hagar Landsman , Alessandro Manfredini , Ranny Budnik

A goodness-of-fit test for the fitting of a parametric model to data obtained from a detector with finite resolution and limited acceptance is proposed. The parameters of the model are found by minimization of a statistic that is used for…

Data Analysis, Statistics and Probability · Physics 2015-03-17 N. D. Gagunashvili

Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly account for this issue. However, whether these more…

Machine Learning · Statistics 2025-04-22 Oscar Key , Arthur Gretton , François-Xavier Briol , Tamara Fernandez

Clinical trials involving paired organs often yield a mixture of unilateral and bilateral data, where each subject may contribute either one or two responses under certain circumstances. While unilateral responses from different individuals…

Methodology · Statistics 2025-07-01 Jia Zhou , Chang-Xing Ma

We consider multinomial goodness-of-fit tests in the high-dimensional regime where the number of bins increases with the sample size. In this regime, Pearson's chi-squared test can suffer from low power due to the substantial bias as well…

Statistics Theory · Mathematics 2018-12-24 Ilmun Kim

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…

Statistics Theory · Mathematics 2008-05-27 Jiahua Chen , Xianming Tan

The most fundamental problem in statistics is the inference of an unknown probability distribution from a finite number of samples. For a specific observed data set, answers to the following questions would be desirable: (1) Estimation:…

Statistics Theory · Mathematics 2013-01-23 Ali Kinkhabwala

We discuss a goodness-of-fit method which tests the compatibility between statistically independent data sets. The method gives sensible results even in cases where the chi^2-minima of the individual data sets are very low or when several…

High Energy Physics - Phenomenology · Physics 2007-05-23 M. Maltoni , T. Schwetz

A novel goodness-of-fit strategy is introduced for testing models of angular power spectra with unknown parameters. Using this strategy, it is possible to assess the validity of such models without specifying the distribution of the angular…

Data Analysis, Statistics and Probability · Physics 2026-01-30 Sara Algeri , Xiangyu Zhang , Erik Floden , Hongru Zhao , Galin L. Jones , Vuk Mandic , Jesse Miller

The characterization of covariate effects on model parameters is a crucial step during pharmacokinetic/pharmacodynamic analyses. While covariate selection criteria have been studied extensively, the choice of the functional relationship…

Methodology · Statistics 2024-04-09 Niklas Hartung , Martin Wahl , Abhishake Rastogi , Wilhelm Huisinga

This article describes a multivariate polynomial regression method where the uncertainty of the input parameters are approximated with Gaussian distributions, derived from the central limit theorem for large weighted sums, directly from the…

Machine Learning · Statistics 2013-10-04 Peter Kovesarki , Ian C. Brock

Functional linear models are one of the most fundamental tools to assess the relation between two random variables of a functional or scalar nature. This contribution proposes a goodness-of-fit test for the functional linear model with…

Multi-model mimicry (MMM) is a flexible model selection technique for comparison of multiple, non-nested models on any desired goodness-of-fit criteria. Applicable to any set of candidate models that are 1) able to be fit to observed data,…

Methodology · Statistics 2019-12-17 Lachlann McArthur , Melissa A. Humphries

Spatial point processes are used as models in many different fields ranging from ecology and forestry to cosmology and materials science. In recent years, model validation, and in particular goodness-of-fit testing of a proposed point…

Methodology · Statistics 2025-05-20 Chiara Fend , Claudia Redenbach

We consider a multivariable functional errors-in-variables model $AX\approx B$, where the data matrices $A$ and $B$ are observed with errors, and a matrix parameter $X$ is to be estimated. A goodness-of-fit test is constructed based on the…

Statistics Theory · Mathematics 2017-01-11 Alexander Kukush , Yaroslav Tsaregorodtsev

Nowadays, data analysis in the world of Big Data is connected typically to data mining, descriptive or exploratory statistics, e.~g.\ cluster analysis, classification or regression analysis. Aside these techniques there is a huge area of…

Applications · Statistics 2018-10-24 Taras Lazariv , Christoph Lehmann

This paper discusses some problems possibly arising when approximating via Monte-Carlo simulations the distributions of goodness-of-fit test statistics based on the empirical distribution function. We argue that failing to re-estimate…

Data Analysis, Statistics and Probability · Physics 2008-04-01 Marco Capasso , Lucia Alessi , Matteo Barigozzi , Giorgio Fagiolo