Related papers: Testing goodness of fit for point processes via to…
Clinical trials involving paired organs often yield a mixture of unilateral and bilateral data, where each subject may contribute either one or two responses under certain circumstances. While unilateral responses from different individuals…
This article proposes omnibus portmanteau tests for contrasting adequacy of time series models. The test statistics are based on combining the autocorrelation function of the conditional residuals, the autocorrelation function of the…
A goodness of fit test for the drift coefficient of an ergodic diffusion process is presented. The test is based on the score marked empirical process. The weak convergence of the proposed test statistic is studied under the null hypotheses…
An empirical power comparison is made between two tests based on the empirical characteristic function and some of the best performing tests for normality. A simple normality test based on the empirical characteristic function calculated in…
New goodness-of-fit tests for Markovian models in time series analysis are developed which are based on the difference between a fully nonparametric estimate of the one-step transition distribution function of the observed process and that…
A central limit theorem for the integrated squared error of the directional-linear kernel density estimator is established. The result enables the construction and analysis of two testing procedures based on squared loss: a nonparametric…
The object of study is the problem of testing for uniformity of the multinomial distribution. We consider tests based on symmetric statistics, defined as the sum of some function of cell-frequencies. Mainly, attention is focused on the…
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…
We consider goodness-of-fit tests with i.i.d. samples generated from a categorical distribution $(p_1,...,p_k)$. For a given $(q_1,...,q_k)$, we test the null hypothesis whether $p_j=q_{\pi(j)}$ for some label permutation $\pi$. The…
We introduce new goodness-of-fit tests and corresponding confidence bands for distribution functions. They are inspired by multi-scale methods of testing and based on refined laws of the iterated logarithm for the normalized uniform…
Temporal point processes (TPPs) provide a natural mathematical framework for modeling heartbeats due to capturing underlying physiological inductive biases. In this work, we apply density-based neural TPPs to model heartbeat dynamics from…
High complexity models are notorious in machine learning for overfitting, a phenomenon in which models well represent data but fail to generalize an underlying data generating process. A typical procedure for circumventing overfitting…
Topological data analysis has emerged as a powerful tool for extracting the metric, geometric and topological features underlying the data as a multi-resolution summary statistic, and has found applications in several areas where data…
In quantitative finance, we often fit a parametric semimartingale model to asset prices. To ensure our model is correct, we must then perform goodness-of-fit tests. In this paper, we give a new goodness-of-fit test for volatility-like…
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…
In this article, we propose a one-sample test to check whether the support of the unknown distribution generating the data is homologically equivalent to the support of some specified distribution or not OR using the corresponding…
We consider the goodness of fit testing problem for ergodic diffusion processes. The basic hypothesis is supposed to be simple. The diffusion coefficient is known and the alternatives are described by the different trend coefficients. We…
A survey of goodness-of-fit and symmetry tests based on the characterization properties of distributions is presented. This approach became popular in recent years. In most cases the test statistics are functionals of $U$-empirical…
The paper is devoted to tests for uniformity based on sum-functions of overlapping spacings, where the order of spacings can diverge to infinity as the sample size increases. In particular, it is shown that the asymptotic local power of…
Independent component (IC) models are a standard tool for representing multivariate data in statistics, signal processing, and machine learning. Despite the extensive use of IC models, much less attention has been given to goodness-of-fit…