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This paper introduces chi-square goodness-of-fit tests to check for conditional distribution model specification. The data is cross-classified according to the Rosenblatt transform of the dependent variable and the explanatory variables,…

Econometrics · Economics 2023-09-25 Miguel A. Delgado , Julius Vainora

This paper presents and examines computationally convenient goodness-of-fit tests for the family of generalized Poisson distributions, which encompasses notable distributions such as the Compound Poisson and the Katz distributions. The…

Methodology · Statistics 2024-11-21 A. Batsidis , B. Milošević , M. D. Jiménez-Gamero

This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…

Econometrics · Economics 2019-09-24 Christoph Breunig

In this paper, we develop a simple non-parametric test for testing normal distribution based on the distance between empirical zero-bias transformation and empirical distribution. The asymptotic properties of the test statistic are studied.…

Statistics Theory · Mathematics 2023-11-14 Sudheesh Kattumannil

We derive a new class of statistical tests for generalized linear models based on thresholding point estimators. These tests can be employed whether the model includes more parameters than observations or not. For linear models, our tests…

Methodology · Statistics 2018-03-14 Sylvain Sardy , Caroline Giacobino , Jairo Diaz-Rodriguez

We propose a new powerful family of tests of univariate normality. These tests are based on an initial value problem in the space of characteristic functions originating from the fixed point property of the normal distribution in the zero…

Statistics Theory · Mathematics 2020-02-28 Bruno Ebner

The test of independence is a crucial component of modern data analysis. However, traditional methods often struggle with the complex dependency structures found in high-dimensional data. To overcome this challenge, we introduce a novel…

Methodology · Statistics 2024-09-13 Mingshuo Liu , Doudou Zhou , Hao Chen

This paper introduces a novel goodness-of-fit test technique for parametric conditional distributions. The proposed tests are based on a residual marked empirical process, for which we develop a conditional Principal Component Analysis. The…

Econometrics · Economics 2025-06-18 Cui Rui , Li Yuhao

Generalized linear models are often misspecified due to overdispersion, heteroscedasticity and ignored nuisance variables. Existing quasi-likelihood methods for testing in misspecified models often do not provide satisfactory type-I error…

Methodology · Statistics 2020-05-13 Jesse Hemerik , Jelle J Goeman , Livio Finos

We propose new goodness-of-fit tests for the Poisson distribution. The testing procedure entails fitting a weighted Poisson distribution, which has the Poisson as a special case, to observed data. Based on sample data, we calculate an…

Methodology · Statistics 2024-02-21 Winnie Kirui , Elzanie Bothma , Marius Smuts , Anke Steyn , Jaco Visagie

We propose a new class of goodness-of-fit tests for the logistic distribution based on a characterisation related to the density approach in the context of Stein's method. This characterisation based test is a first of its kind for the…

Statistics Theory · Mathematics 2021-08-17 James S. Allison , Bruno Ebner , Marius Smuts

Progressive censoring scheme has received considerable attention in recent years. In this paper we introduce a new type-II progressive censoring scheme for two samples. It is observed that the proposed censoring scheme is analytically more…

Methodology · Statistics 2016-09-20 Shuvashree Mondal , Debasis Kundu

Multi-parameter one-sided hypothesis test problems arise naturally in many applications. We are particularly interested in effective tests for monitoring multiple quality indices in forestry products. Our search reveals that there are many…

Statistics Theory · Mathematics 2017-03-16 Guangyu Zhu , Jiahua Chen

Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This paper presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can…

Methodology · Statistics 2024-08-12 Hao Chen , Jerome H. Friedman

Hypothesis testing is a useful statistical tool in determining whether a given model should be rejected based on a sample from the population. Sample data may contain sensitive information about individuals, such as medical information.…

Statistics Theory · Mathematics 2016-06-03 Marco Gaboardi , Hyun woo Lim , Ryan Rogers , Salil Vadhan

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…

Statistics Theory · Mathematics 2013-07-24 Hanxiang Peng , Anton Schick

This paper introduces two new families of non-parametric tests of goodness-of-fit on the compact classical groups. One of them is a family of tests for the eigenvalue distribution induced by the uniform distribution, which is consistent…

Statistics Theory · Mathematics 2018-02-27 Amir Sepehri

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

In the present paper, we develop a new goodness-of-fit test for the Birnbaum- Saunders distribution based on the probability plot. We utilize the sample correlation coefficient from the Birnbaum-Saunders probability plot as a measure of…

Applications · Statistics 2023-08-22 Chanseok Park , Min Wang

A new goodness-of-fit test for normality in high-dimension (and Reproducing Kernel Hilbert Space) is proposed. It shares common ideas with the Maximum Mean Discrepancy (MMD) it outperforms both in terms of computation time and applicability…

Statistics Theory · Mathematics 2014-04-14 Jérémie Kellner , Alain Celisse