Related papers: A goodness-of-fit test for the functional linear m…
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…
The paper considers a paired data framework and discuss the question of marginal homogeneity of bivariate high dimensional or functional data. The related testing problem can be endowed into a more general setting for paired random…
Multivariate goodness-of-fit and two-sample tests are important components of many nuclear and particle physics analyses. While a variety of powerful methods are available if the dimensionality of the feature space is small, such tests…
Researchers frequently test and improve model fit by holding a sample constant and varying the model. We propose methods to test and improve sample fit by holding a model constant and varying the sample. Much as the bootstrap is a…
We present new families of goodness-of-fit tests of uniformity on a full-dimensional set $W\subset\R^d$ based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the…
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…
Using fixed point characterization, we develop a new goodness of fit test for uniform distribution. We also discuss how the right censored observations can be incorporated in the proposed test procedure. We study the asymptotic properties…
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…
In population genetics and other application fields, models with intractable likelihood are common. Approximate Bayesian Computation (ABC) or more generally Simulation-Based Inference (SBI) methods work by simulating instrumental data sets…
This article proposes a class of goodness-of-fit tests for the autocorrelation function of a time series process, including those exhibiting long-range dependence. Test statistics for composite hypotheses are functionals of a (approximated)…
This paper develops goodness of fit statistics that can be used to formally assess Markov random field models for spatial data, when the model distributions are discrete or continuous and potentially parametric. Test statistics are formed…
This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…
Fitting mixture distributions is needed in applications where data belongs to inhomogeneous populations comprising homogeneous sub-populations. The mixing proportions of the sub populations are in general unknown and need to be estimated as…
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…
Assessing fit in common factor models solely through the lens of mean and covariance structures, as is commonly done with conventional goodness-of-fit (GOF) assessments, may overlook critical aspects of misfit, potentially leading to…
Bivariate count models having one marginal and the other conditionals being of the Poissons form are called pseudo-Poisson distributions. Such models have simple exible dependence structures, possess fast computation algorithms and generate…
We propose a new omnibus goodness-of-fit test based on trigonometric moments of probability-integral-transformed data. The test builds on the framework of the LK test introduced by Langholz and Kronmal [J. Amer. Statist. Assoc. 86 (1991),…
We propose a novel test statistic for testing exogeneity in the functional linear regression model. In contrast to Hausman-type tests in finite dimensional linear regression setups, a direct extension to the functional linear regression…
Goodness--of--fit tests for the distribution of the composed error term in a Stochastic Frontier Model (SFM) are suggested. The focus is on the case of a normal/gamma SFM and the heavy--tailed stable/gamma SFM. In the first case the moment…
We derive a new discrepancy statistic for measuring differences between two probability distributions based on combining Stein's identity with the reproducing kernel Hilbert space theory. We apply our result to test how well a probabilistic…