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A method is presented to construct goodness-of-fit statistics in many dimensions for which the distribution of all possible test results in the limit of an infinite number of data becomes Gaussian if also the number of dimensions becomes…

Data Analysis, Statistics and Probability · Physics 2009-11-10 A. van Hameren

We propose a goodness-of-fit test for the distribution of errors from a multivariate indirect regression model. The test statistic is based on the Khmaladze transformation of the empirical process of standardized residuals. This…

Methodology · Statistics 2018-12-07 Justin Chown , Nicolai Bissantz , Holger Dette

By extrapolating the explicit formula of the zero-bias distribution occurring in the context of Stein's method, we construct characterization identities for a large class of absolutely continuous univariate distributions. Instead of trying…

Statistics Theory · Mathematics 2021-02-26 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

We propose a family of tests to assess the goodness-of-fit of a high-dimensional generalized linear model. Our framework is flexible and may be used to construct an omnibus test or directed against testing specific non-linearities and…

Methodology · Statistics 2019-11-14 Jana Janková , Rajen D. Shah , Peter Bühlmann , Richard J. Samworth

The genus statistics of isodensity contours has become a well-established tool in cosmology. In this Letter we place the genus in the wider framework of a complete family of morphological descriptors. These are known as the Minkowski…

Astrophysics · Physics 2009-10-30 Jens Schmalzing , Thomas Buchert

Aims. H.E.S.S. observes an increasing number of large extended sources. A new technique based on the structure of the sky map is developed to account for these additional structures by comparing them with the common point source analysis.…

Instrumentation and Methods for Astrophysics · Physics 2013-07-12 D. Göring , M. A. Klatt , C. Stegmann , K. Mecke

Tests of gravity on large-scales in the universe can be made using both imaging and spectroscopic surveys. The former allow for measurements of weak lensing, galaxy clustering and cross-correlations such as the ISW effect. The latter probe…

Cosmology and Nongalactic Astrophysics · Physics 2010-01-27 Jacek Guzik , Bhuvnesh Jain , Masahiro Takada

We present the first method for assessing the relevance of a model-based clustering result in a general framework. Standard validation criteria, like the adjusted Rand index, rely on external labels to assess partition accuracy;…

Statistics Theory · Mathematics 2026-03-30 Salima El Kolei , Matthieu Marbac

We present the results of a large number of simulation studies regarding the power of various goodness-of-fit as well as non-parametric two-sample tests for multivariate data. In two dimensions this includes both continuous and discrete…

Methodology · Statistics 2026-05-13 Wolfgang Rolke

Among the various models designed for dependent count data, integer-valued autoregressive (INAR) processes enjoy great popularity. Typically, statistical inference for INAR models uses asymptotic theory that relies on rather stringent…

Methodology · Statistics 2024-10-16 Maxime Faymonville , Carsten Jentsch , Christian H. Weiß

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

We suggest several goodness-of-fit methods which are appropriate with Type-II right censored data. Our strategy is to transform the original observations from a censored sample into an approximately i.i.d. sample of normal variates and then…

Methodology · Statistics 2013-12-12 Christian Goldmann , Bernhard Klar , Simos G. Meintanis

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

Data depth provides a centre-outward ordering for multivariate data. Recently, some univariate GoF tests based on data depth have been studied by Li (2018). This paper discusses some univariate goodness of fit tests based on centre-outward…

Methodology · Statistics 2024-05-14 Rahul Singh

The standard method of transforming a continuous distribution on the line to the uniform distribution on the unit interval is the probability integral transform. Analogous transforms exist on compact Riemannian manifolds, in that, for each…

Statistics Theory · Mathematics 2018-11-13 P. E. Jupp , A. Kume

We propose a novel adaptive test of goodness-of-fit, with computational cost linear in the number of samples. We learn the test features that best indicate the differences between observed samples and a reference model, by minimizing the…

Machine Learning · Statistics 2017-10-25 Wittawat Jitkrittum , Wenkai Xu , Zoltan Szabo , Kenji Fukumizu , Arthur Gretton

The field of causal discovery develops model selection methods to infer cause-effect relations among a set of random variables. For this purpose, different modelling assumptions have been proposed to render cause-effect relations…

Methodology · Statistics 2023-11-09 Daniela Schkoda , Mathias Drton

A general and relatively simple method for construction of multivariate goodness-of-fit tests is introduced. The proposed test is applied to elliptical distributions. The method is based on a characterization of probability distributions…

Methodology · Statistics 2022-06-22 Feifei Chen , M. Dolores Jiménez-Gamero , Simos Meintanis , Lixing Zhu

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
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