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We introduce a new characterization of Pareto distribution and construct integral and supremum type goodness-of-fit tests based on it. Limiting distribution and large deviations of new statistics are described and their local Bahadur…

Statistics Theory · Mathematics 2014-08-21 K. Yu. Volkova

We use a characterization of symmetry in terms of extremal order statistics which enables to build several new nonparametric tests of symmetry. We discuss their limiting distributions and calculate their local exact Bahadur efficiency under…

Statistics Theory · Mathematics 2014-03-31 Ya. Yu. Nikitin , M. Ahsanullah

In this paper we present a new characterization of Pareto distribution and consider goodness of fit tests based on it. We provide an integral and Kolmogorov- Smirnov type statistics based on U-statistics and we calculate Bahadur efficiency…

Statistics Theory · Mathematics 2015-12-31 Marko Obradović , Milan Jovanović , Bojana Milošević

We study the Bahadur efficiency of several weighted L2--type goodness--of--fit tests based on the empirical characteristic function. The methods considered are for normality and exponentiality testing, and for testing goodness--of--fit to…

Statistics Theory · Mathematics 2023-05-30 Simos G. Meintanis , Bojana Milošević , Marko Obradović

In this paper a new class of uniformity tests is proposed. It is shown that those tests are applicable to the cases of any simple null hypothesis as well as for the composite null hypothesis of rectangular distributions on arbitrary…

Methodology · Statistics 2018-08-21 Bojana Milošević

New goodness-of-fit tests for exponentiality based on a particular property of exponential law are constructed. Test statistics are functionals of U-empirical processes. The first of these statistics is of integral type, the second one is a…

Statistics Theory · Mathematics 2016-03-08 Ya. Yu. Nikitin , K. Yu. Volkova

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

We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the composed error term, and is formulated as a weighted…

Statistics Theory · Mathematics 2022-03-01 Simos G. Meintanis , Christos K. Papadimitriou

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

In this paper new two-dimensional goodness of fit tests are proposed. They are of supremum-type and are based on different types of characterizations. For the first time a characterization based on independence of two statistics is used for…

Methodology · Statistics 2023-05-30 Bojana Milošević , Marko Obradović

The paper discusses a test for the hypothesis that a random sample comes from the Cauchy distribution. The test statistics is derived from a characterization and is based on the characteristic function. Properties of the test are discussed…

Statistics Theory · Mathematics 2016-11-21 Emanuele Taufer

We construct integral and supremum type goodness-of-fit tests for the family of power distribution functions. Test statistics are functionals of $U-$empirical processes and are based on the classical characterization of power function…

Statistics Theory · Mathematics 2014-08-21 Ya. Yu. Nikitin , K. Yu. Volkova

We introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test…

Methodology · Statistics 2022-10-27 Philipp Eller , Lolian Shtembari

In this paper we study goodness-of-fit testing of single-index models. The large sample behavior of certain score-type test statistics is investigated. As a by-product, we obtain asymptotically distribution-free maximin tests for a large…

Statistics Theory · Mathematics 2007-06-13 Winfried Stute , Li-Xing Zhu

We introduce new consistent and scale-free goodness-of-fit tests for the exponential distribution based on Puri-Rubin characterization. For the construction of test statistics we employ weighted $L^2$ distance between $V$-empirical Laplace…

Methodology · Statistics 2023-05-30 Marija Cuparić , Bojana Milošević , Marko Obradović

We present new consistent goodness-of-fit tests for exponential distribution, based on the Desu characterization. The test statistics represent the weighted $L^2$ and $L^{\infty}$ distances between appropriate V-empirical Laplace transforms…

Statistics Theory · Mathematics 2022-02-18 Marija Cuparić , Bojana Milošević , Marko Obradović

Two new symmetry tests, of integral and Kolmogorov type, based on the characterization by squares of linear statistics are proposed. The test statistics are related to the family of degenerate U-statistics. Their asymptotic properties are…

Methodology · Statistics 2023-05-30 V. Božin , B. Milošević , Ya. Yu. Nikitin , M. Obradović

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

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

In this paper some well-known tests based on empirical distribution functions (EDF) with estimated parameters for testing composite normality hypothesis are revisited, and some new results on asymptotic properties are provided. In…

Methodology · Statistics 2021-06-15 Bojana Milošević , Ya. Yu. Nikitin , Marko Obradović
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