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In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to testing for exact equality, we are interested in the (null)…

Econometrics · Economics 2025-06-12 Holger Dette , Kathrin Möllenhoff , Dominik Wied

A simple test is proposed for examining the correctness of a given completely specified response function against unspecified general alternatives in the context of univariate regression. The usual diagnostic tools based on residuals plots…

Methodology · Statistics 2010-04-27 Jean-Baptiste Aubin , Samuela Leoni-Aubin

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

The goodness-of-fit test for discrimination of two tail distribution using higher order statistics is proposed. The consistency of proposed test is proved for two different alternatives. We do not assume belonging the corresponding…

Statistics Theory · Mathematics 2017-02-21 Igor Vladimirovich Rodionov

We present a sequential version of the kernelized Stein discrepancy goodness-of-fit test, which allows for conducting goodness-of-fit tests for unnormalized densities that are continuously monitored and adaptively stopped. That is, the…

Machine Learning · Statistics 2025-04-18 Diego Martinez-Taboada , Aaditya Ramdas

A novel goodness-of-fit strategy is introduced for testing models of angular power spectra with unknown parameters. Using this strategy, it is possible to assess the validity of such models without specifying the distribution of the angular…

Data Analysis, Statistics and Probability · Physics 2026-01-30 Sara Algeri , Xiangyu Zhang , Erik Floden , Hongru Zhao , Galin L. Jones , Vuk Mandic , Jesse Miller

This paper deals with a new Bayesian approach to the standard one-sample $z$- and $t$- tests. More specifically, let $x_1,\ldots,x_n$ be an independent random sample from a normal distribution with mean $\mu$ and variance $\sigma^2$. The…

Statistics Theory · Mathematics 2020-04-01 Ibrahim Abdelrazeq , Luai Al-Labadi

This paper presents new families of Rao-type test statistics based on the minimum density power divergence estimators which provide robust generalizations for testing simple and composite null hypotheses. The asymptotic null distributions…

Methodology · Statistics 2019-08-27 Ayanendranath Basu , Abhik Ghosh , Nirian Martin , Leandro Pardo

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

Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…

Methodology · Statistics 2018-05-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

We introduce tests for the goodness of fit of point patterns via methods from topological data analysis. More precisely, the persistent Betti numbers give rise to a bivariate functional summary statistic for observed point patterns that is…

Statistics Theory · Mathematics 2019-06-19 Christophe Ange Napoléon Biscio , Nicolas Chenavier , Christian Hirsch , Anne Marie Svane

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

This paper proposes a novel two-step strategy for testing the goodness-of-fit of parametric regression models in ultra-high dimensional sparse settings, where the predictor dimension far exceeds the sample size. This regime usually renders…

Methodology · Statistics 2025-12-30 Falong Tan , Jie Liu , Heng Peng , Lixing Zhu

Maximum likelihood fits to data can be performed using binned data and unbinned data. The likelihood fits in either case produce only the fitted quantities but not the goodness of fit. With binned data, one can obtain a measure of the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Rajendran Raja

The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

It is realized that existing powerful tests of goodness-of-fit are all based on sorted uniforms and, consequently, can suffer from the confounded effect of different locations and various signal frequencies in the deviations of the…

Methodology · Statistics 2023-05-11 Chuanhai Liu

Let $W$ be a random variable with mean zero and variance $\sigma^2$. The distribution of a variate $W^*$, satisfying $EWf(W)=\sigma ^2 Ef'(W^*)$ for smooth functions $f$, exists uniquely and defines the zero bias transformation on the…

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

We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…

Statistics Theory · Mathematics 2022-11-03 Sherzod M Mirakhmedov

A new test of normality based on a standardised empirical process is introduced in this article. The first step is to introduce a Cram\'er-von Mises type statistic with weights equal to the inverse of the standard normal density function…

Statistics Theory · Mathematics 2019-03-22 Juan Kalemkerian

We propose a new general version of Stein's method for univariate distributions. In particular we propose a canonical definition of the Stein operator of a probability distribution {which is based on a linear difference or differential-type…

Probability · Mathematics 2016-03-28 Christophe Ley , Gesine Reinert , Yvik Swan