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Data depth provides a centre-outward ordering for multivariate data. Recently, some univariate GoF tests based on data depth have been studied by Li (2018). This paper discusses some univariate goodness of fit tests based on centre-outward…

Methodology · Statistics 2024-05-14 Rahul Singh

Goodness-of-fit tests are often used in data analysis to test the agreement of a distribution to a set of data. These tests can be used to detect an unknown signal against a known background or to set limits on a proposed signal…

Methodology · Statistics 2023-03-20 Lolian Shtembari , Allen Caldwell

The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…

Statistics Theory · Mathematics 2019-04-18 Feras A. Saad , Cameron E. Freer , Nathanael L. Ackerman , Vikash K. Mansinghka

A sizable amount of goodness-of-fit tests involving functional data have appeared in the last decade. We provide a relatively compact revision of most of these contributions, within the independent and identically distributed framework, by…

Data depth has been applied as a nonparametric measurement for ranking multivariate samples. In this paper, we focus on homogeneity tests to assess whether two multivariate samples are from the same distribution. There are many data…

Statistics Theory · Mathematics 2023-06-09 Yiting Chen , Wei Lin , Xiaoping Shi

A goodness-of-fit test for one-parameter count distributions with finite second moment is proposed. The test statistic is derived from the $L^1$ distance of a function of the probability generating function of the model under the null…

Statistics Theory · Mathematics 2024-06-11 Antonio Di Noia , Lucio Barabesi , Marzia Marcheselli , Caterina Pisani , Luca Pratelli

We present the results of a large number of simulation studies regarding the power of various goodness-of-fit as well as nonparametric two-sample tests for univariate data. This includes both continuous and discrete data. In general no…

Methodology · Statistics 2024-11-13 Wolfgang Rolke

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…

Methodology · Statistics 2026-05-13 Wolfgang Rolke

We present a unified approach to goodness-of-fit testing in $\mathbb{R}^d$ and on lower-dimensional manifolds embedded in $\mathbb{R}^d$ based on sums of powers of weighted volumes of $k$-th nearest neighbor spheres. We prove asymptotic…

Methodology · Statistics 2016-12-21 Bruno Ebner , Norbert Henze , Joseph E. Yukich

The bivariate Poisson distribution is commonly used to model bivariate count data. In this paper we study a goodness-of-fit test for this distribution. We also provide a review of the existing tests for the bivariate Poisson distribution,…

Statistics Theory · Mathematics 2019-02-26 Francisco Novoa-Muñoz

Characteristic-function based goodness-of-fit tests are suggested for multivariate observations. The test statistics, which are straightforward to compute, are defined as two-sample criteria measuring discrepancy between multivariate ranks…

Statistics Theory · Mathematics 2025-08-01 Zdeněk Hlávka , Šárka Hudecová , Simos G. Meintanis

A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…

Methodology · Statistics 2025-10-10 Gitte Kremling , Gerhard Dikta

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…

Statistics Theory · Mathematics 2020-07-20 Bruno Ebner , Franz Nestmann , Matthias Schulte

We employ a general Monte Carlo method to test composite hypotheses of goodness-of-fit for several popular multivariate models that can accommodate both asymmetry and heavy tails. Specifically, we consider weighted L2-type tests based on a…

Methodology · Statistics 2023-03-09 Maicon J. Karling , Marc G. Genton , Simos G. Meintanis

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 study distributed goodness-of-fit testing for discrete distribution under bandwidth and differential privacy constraints. Information constraint distributed goodness-of-fit testing is a problem that has received considerable attention…

Statistics Theory · Mathematics 2024-11-05 Lasse Vuursteen

We propose and study a general method for construction of consistent statistical tests on the basis of possibly indirect, corrupted, or partially available observations. The class of tests devised in the paper contains Neyman's smooth…

Statistics Theory · Mathematics 2017-09-22 Mikhail Langovoy

Exact null distributions of goodness-of-fit test statistics are generally challenging to obtain in tractable forms. Practitioners are therefore usually obliged to rely on asymptotic null distributions or Monte Carlo methods, either in the…

Methodology · Statistics 2023-09-06 Alberto Fernández-de-Marcos , Eduardo García-Portugués

We describe a test statistic for unbinned goodness-of-fit of data in one dimension. The statistic is based on the two-dimensional Random Walk. The rejection power of this test is explored both for simple and compound hypotheses and, for the…

Data Analysis, Statistics and Probability · Physics 2014-11-18 K. Kinoshita

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
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