Related papers: New $L^2$-type exponentiality tests
This work is concerned with nonparametric goodness-of-fit testing in the context of nonlinear inverse problems with random observations. Bayesian posterior distributions based upon a Gaussian process prior distribution are proven to…
A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…
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…
We consider the goodness of fit testing problem for linear stochastic differential equation (Ornstein-Uhlenbeck process). The basic hypothesis is supposed to be composite with two-dimensional unknown parameter. We study two goodness of fit…
In this paper, we propose several statistics for testing uniformity under progressive Type-I interval censoring. We obtain the critical points of these statistics and study the power of the proposed tests against a representative set of…
We introduce a new type of test for complete spatial randomness that applies to mapped point patterns in a rectangle or a cube of any dimension. This is the first test of its kind to be based on characteristic functions and utilizes a…
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…
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…
We consider the goodness of fit testing problem for stochastic differential equation with small diffiusion coefficient. The basic hypothesis is always simple and it is described by the known trend coefficient. We propose several tests of…
We propose a class of locally and asymptotically optimal tests, based on multivariate ranks and signs for the homogeneity of scatter matrices in $m$ elliptical populations. Contrary to the existing parametric procedures, these tests remain…
We revisit the family of goodness-of-fit tests for exponentiality based on the mean residual life time proposed by Baringhaus & Henze (2008). We motivate the test statistic by a characterisation of Shanbhag (1970) and provide an alternative…
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…
A large class of goodness-of-fit test statistics based on sup-functionals of weighted empirical processes is proposed and studied. The weight functions employed are Erd\H{o}s-Feller-Kolmogorov-Petrovski upper-class functions of a Brownian…
Non-degenerate U-empirical Kolmogorov-Smirnov tests are studied and their large deviation asymptotics under the null-hypothesis is described. Several examples of such statistics used for testing goodness-of-fit and symmetry are considered.…
This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…
The efficiency of distribution-free {\it integrated} goodness-of-fit tests was studied by Henze and Nikitin (2000, 2002) under location alternatives. We calculate local Bahadur efficiencies of these tests under more realistic generalized…
We consider the problem of the construction of the goodness-of-fit tests for diffusion processes with small noise. The basic hypothesis is composite parametric and our goal is to obtain asymptotically distribution free tests. We propose two…
We develop goodness-of-fit tests for max-stable random fields, which are used to model heavy-tailed spatial data. The test statistics are constructed based on the Fourier transforms of the indicators of extreme values in the heavy-tailed…
A natural (yet unconventional) test for goodness-of-fit measures the discrepancy between the model and empirical distributions via their Euclidean distance (or, equivalently, via its square). The present paper characterizes the statistical…
We are giving one characterization result of exponential distribution using extropy of nth upper k-record value. We introduce test statistics based on the proposed characterization result that will be used to test exponentially. The…