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Related papers: Conditional Goodness-of-Fit Tests for Discrete Dis…

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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…

Methodology · Statistics 2025-12-09 Ying Niu , Zhao Chen , Christina Dan Wang , Yuwei Zhao

Using the fact that some depth functions characterize certain family of distribution functions, and under some mild conditions, distribution of the depth is continuous, we have constructed several new multivariate goodness of fit tests…

Statistics Theory · Mathematics 2024-05-14 Rahul Singh , Subhajit Dutta , Neeraj Misra

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…

Machine Learning · Statistics 2016-07-04 Qiang Liu , Jason D. Lee , Michael I. Jordan

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…

Statistics Theory · Mathematics 2013-05-16 Yury A. Kutoyants

In this work we present novel differentially private identity (goodness-of-fit) testers for natural and widely studied classes of multivariate product distributions: Gaussians in $\mathbb{R}^d$ with known covariance and product…

Data Structures and Algorithms · Computer Science 2022-03-07 Clément L. Canonne , Gautam Kamath , Audra McMillan , Jonathan Ullman , Lydia Zakynthinou

We consider two division models for structured cell populations, where cells can grow, age and divide. These models have been introduced in the literature under the denomination of `mitosis' and `adder' models. In the recent years, there…

The discrete Pareto (or Zeta, Zipf) distribution, arises naturally in modeling rank-frequency data across diverse fields such as linguistics, demography, biology, and computer science. Despite its widespread applicability, goodness-of-fit…

Methodology · Statistics 2026-05-08 Deepesh Bhati , Bruno Ebner , Sakshi Khandelwal

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…

Statistics Theory · Mathematics 2012-05-29 Mark S. Kaiser , Soumendra N. Lahiri , Daniel J. Nordman

In the framework of quantum optics, we study the problem of goodness-of-fit testing in a severely ill-posed inverse problem. A novel testing procedure is introduced and its rates of convergence are investigated under various smoothness…

Statistics Theory · Mathematics 2008-12-22 Katia Meziani

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

We consider the identity testing problem - or goodness-of-fit testing problem - in multivariate binomial families, multivariate Poisson families and multinomial distributions. Given a known distribution $p$ and $n$ iid samples drawn from an…

Statistics Theory · Mathematics 2022-04-26 J. Chhor , A. Carpentier

By extrapolating the explicit formula of the zero-bias distribution occurring in the context of Stein's method, we construct characterization identities for a large class of absolutely continuous univariate distributions. Instead of trying…

Statistics Theory · Mathematics 2021-02-26 Steffen Betsch , Bruno Ebner

The paper considers the classical Goodness of Fit test. It suggests to use the Gamma distribution for the approximation of the distribution of the Pearson statistics with unknown parameters estimated from raw data. The parameters of these…

Statistics Theory · Mathematics 2019-05-21 Nikolai Dokuchaev

We consider spatially homogeneous marked point patterns in an unboundedly expanding convex sampling window. Our main objective is to identify the distribution of the typical mark by constructing an asymptotic $\chi^2$-goodness-of-fit test.…

Statistics Theory · Mathematics 2016-08-10 Lothar Heinrich , Sebastian Lück , Volker Schmidt

A method is presented to construct goodness-of-fit statistics in many dimensions for which the distribution of all possible test results in the limit of an infinite number of data becomes Gaussian if also the number of dimensions becomes…

Data Analysis, Statistics and Probability · Physics 2009-11-10 A. van Hameren

We introduce a new goodness-of-fit test for count data on $\mathbb{N}$ for the Zeta distribution with unknown parameter. The test is built on a Stein-type characterization that uses, as Stein operator, the infinitesimal generator of a…

Statistics Theory · Mathematics 2026-01-01 Bruno Ebner , Daniel Hlubinka

This paper discusses asymptotically distribution free tests for the classical goodness-of-fit hypothesis of an error distribution in nonparametric regression models. These tests are based on the same martingale transform of the residual…

Statistics Theory · Mathematics 2009-09-02 Estate V. Khmaladze , Hira L. Koul

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

We study the question of testing structured properties (classes) of discrete distributions. Specifically, given sample access to an arbitrary distribution $D$ over $[n]$ and a property $\mathcal{P}$, the goal is to distinguish between…

Data Structures and Algorithms · Computer Science 2016-01-22 Clément L. Canonne , Ilias Diakonikolas , Themis Gouleakis , Ronitt Rubinfeld

The problem of assessing a parametric regression model in the presence of spatial correlation is addressed in this work. For that purpose, a goodness-of-fit test based on a $L_2$-distance comparing a parametric and a nonparametric…