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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

This paper is devoted to multi-dimensional inverse problems. In this setting, we address a goodness-of-fit testing problem. We investigate the separation rates associated to different kinds of smoothness assumptions and different degrees of…

Statistics Theory · Mathematics 2014-02-20 Yuri I. Ingster , Béatrice Laurent , Clément Marteau

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

We propose a class of goodness-of-fit tests for complete spatial randomness (CSR). In contrast to standard tests, our procedure utilizes a transformation of the data to a binary image, which is then characterized by geometric functionals.…

Methodology · Statistics 2017-10-09 Bruno Ebner , Norbert Henze , Michael A. Klatt , Klaus Mecke

We propose a goodness-of-fit measure for probability densities modeling observations with varying dimensionality, such as text documents of differing lengths or variable-length sequences. The proposed measure is an instance of the kernel…

Machine Learning · Statistics 2023-07-14 Jerome Baum , Heishiro Kanagawa , Arthur Gretton

Accurately specifying covariance structures is critical for valid inference in longitudinal and functional data analysis, particularly when data are sparsely observed. In this study, we develop a global goodness-of-fit test to assess…

Methodology · Statistics 2025-03-31 Dhrubajyoti Ghosh , Zhuolin Song , Luo Xiao , Sheng Luo

A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Ingrid Van Keilegom

Statistical data is often analyzed as a contingency table, sometimes with empty cells called zeros. Such sparse tables can be due to scarse observations classified in numerous categories, as for example in genetic association studies. Thus,…

Statistics Theory · Mathematics 2010-07-28 Audrey Finkler

Statistical data is often analyzed as a contingency table, sometimes with empty cells called zeros. Such sparse tables can be due to scarse observations classified in numerous categories, as for example in genetic association studies. Thus,…

Statistics Theory · Mathematics 2010-07-28 Audrey Finkler

The likelihood ratio statistic, with its asymptotic $\chi^2$ distribution at regular model points, is often used for hypothesis testing. At model singularities and boundaries, however, the asymptotic distribution may not be $\chi^2$, as…

Statistics Theory · Mathematics 2018-06-25 Jonathan D. Mitchell , Elizabeth S. Allman , John A. Rhodes

We consider the error distribution in functional linear models with scalar response and functional covariate. Different asymptotic expansions of the empirical distribution function and the empirical characteristic function based on…

Methodology · Statistics 2025-12-01 Natalie Neumeyer , Leonie Selk

Tests of goodness of fit are used in nearly every domain where statistics is applied. One powerful and flexible approach is to sample artificial data sets that are exchangeable with the real data under the null hypothesis (but not under the…

Methodology · Statistics 2026-04-07 Ritwik Bhaduri , Aabesh Bhattacharyya , Rina Foygel Barber , Lucas Janson

Let $(Y,(X_i)_{i\in\mathcal{I}})$ be a zero mean Gaussian vector and $V$ be a subset of $\mathcal{I}$. Suppose we are given $n$ i.i.d. replications of the vector $(Y,X)$. We propose a new test for testing that $Y$ is independent of…

Statistics Theory · Mathematics 2008-05-23 Nicolas Verzelen , Fanny Villers

We develop a general theory for the goodness-of-fit test to non-linear models. In particular, we assume that the observations are noisy samples of a submanifold defined by a \yao{sufficiently smooth non-linear map}. The observation noise is…

Machine Learning · Statistics 2020-11-12 Alexander Shapiro , Yao Xie , Rui Zhang

We employ a general Monte Carlo method to test composite hypotheses of goodness-of-fit for several popular multivariate models that can accommodate both asymmetry and heavy tails. Specifically, we consider weighted L2-type tests based on a…

Methodology · Statistics 2023-03-09 Maicon J. Karling , Marc G. Genton , Simos G. Meintanis

In the framework of quantum optics, we study the problem of goodness-of-fit testing in a severely ill-posed inverse problem. A novel testing procedure is introduced and its rates of convergence are investigated under various smoothness…

Statistics Theory · Mathematics 2008-12-22 Katia Meziani

A problem of goodness-of-fit test for ergodic diffusion processes is presented. In the null hypothesis the drift of the diffusion is supposed to be in a parametric form with unknown shift parameter. Two Cramer-Von Mises type test statistics…

Statistics Theory · Mathematics 2012-03-30 Ilia Negri , Li Zhou

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

In this paper we are interested in testing whether there are any signals hidden in high dimensional noise data. Therefore we study the family of goodness-of-fit tests based on $\Phi$-divergences including the test of Berk and Jones as well…

Statistics Theory · Mathematics 2018-03-20 Marc Ditzhaus