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The derivation and application of Stein identities have received considerable research interest in recent years, especially for continuous or discrete-univariate distributions. In this paper, we complement the existing literature by…

Methodology · Statistics 2026-03-02 Shaochen Wang , Christian H. Weiß

We propose a new and rather stringent criterion for testing the goodness of fit between a theory and experiment. It is motivated by the paradox that the criterion on \chi^2 for testing a theory is much weaker than the criterion for finding…

High Energy Physics - Phenomenology · Physics 2007-05-23 J. C. Collins , J. Pumplin

We consider a linear regression model and propose an omnibus test to simultaneously check the assumption of independence between the error and the predictor variables, and the goodness-of-fit of the parametric model. Our approach is based…

Methodology · Statistics 2014-05-06 Arnab Sen , Bodhisattva Sen

We consider the goodness-of-fit testing problem of distinguishing whether the data are drawn from a specified distribution, versus a composite alternative separated from the null in the total variation metric. In the discrete case, we…

Statistics Theory · Mathematics 2017-07-03 Sivaraman Balakrishnan , Larry Wasserman

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

We develop a general statistical framework for the analysis and inference of large tree-structured data, with a focus on developing asymptotic goodness-of-fit tests. We first propose a consistent statistical model for binary trees, from…

In this review, the state-of-the-art for goodness-of-fit testing for spatial point processes is summarized. Test statistics based on classical functional summary statistics and recent contributions from topological data analysis are…

Methodology · Statistics 2025-01-08 Chiara Fend , Claudia Redenbach

This article describes an extension of classical \chi^2 goodness-of-fit tests to Bayesian model assessment. The extension, which essentially involves evaluating Pearson's goodness-of-fit statistic at a parameter value drawn from its…

Statistics Theory · Mathematics 2007-06-13 Valen E. Johnson

We propose novel goodness-of-fit tests for the Weibull distribution with unknown parameters. These tests are based on an alternative characterizing representation of the Laplace transform related to the density approach in the context of…

Statistics Theory · Mathematics 2022-06-15 Bruno Ebner , Adrian Fischer , Norbert Henze , Celeste Mayer

We consider goodness-of-fit tests of symmetric stable distributions based on weighted integrals of the squared distance between the empirical characteristic function of the standardized data and the characteristic function of the standard…

Statistics Theory · Mathematics 2009-01-06 Muneya Matsui , Akimichi Takemura

Continuous and strictly positive data that exhibit skewness and outliers frequently arise in many applied disciplines. Log-symmetric distributions provide a flexible framework for modeling such data. In this article, we develop new…

Methodology · Statistics 2026-02-16 Ganesh Vishnu Avhad , Sudheesh K. Kattumannil

A unified family of goodness-of-fit tests based on $\phi$-divergences is introduced and studied. The new family of test statistics $S_n(s)$ includes both the supremum version of the Anderson--Darling statistic and the test statistic of Berk…

Statistics Theory · Mathematics 2007-12-18 Leah Jager , Jon A. Wellner

The classical binary hypothesis testing problem is revisited. We notice that when one of the hypotheses is composite, there is an inherent difficulty in defining an optimality criterion that is both informative and well-justified. For…

Statistics Theory · Mathematics 2021-03-29 Michael Bell , Yuval Kochman

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

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

Statistics Theory · Mathematics 2017-07-25 Abhik Ghosh , Ayanendranath Basu

Assessing model adequacy is a crucial step in regression analysis, ensuring the validity of statistical inferences. For Generalized Functional Linear Models (GFLMs), which are widely used for modeling relationships between scalar responses…

Methodology · Statistics 2025-11-14 Feifei Chen , Kaiming Zhang , Yanni Zhang , Hua Liang

A new class of distributional transformations is introduced, characterized by equations relating function weighted expectations of test functions on a given distribution to expectations of the transformed distribution on the test function's…

Probability · Mathematics 2007-05-23 Larry Goldstein , Gesine Reinert

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

The network data has attracted considerable attention in modern statistics. In research on complex network data, one key issue is finding its underlying connection structure given a network sample. The methods that have been proposed in…

Methodology · Statistics 2024-08-09 Kang Fu , Jianwei Hu , Seydou Keita

We consider the problem of the construction of the Goodness-of-Fit test in the case of continuous time observations of a diffusion process with small noise. The null hypothesis is parametric and we use a minimum distance estimator of the…

Statistics Theory · Mathematics 2016-06-17 Maroua Ben Abdeddaiem
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