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Record is used to reduce the time and cost of running experiments (Doostparast and Balakrishnan, 2010). It is important to check the adequacy of models upon which inferences or actions are based (Lawless, 2003, Chapter 10, p. 465). In the…

Statistics Theory · Mathematics 2011-10-26 Mahdi Doostparast

This paper introduces a novel goodness-of-fit test technique for parametric conditional distributions. The proposed tests are based on a residual marked empirical process, for which we develop a conditional Principal Component Analysis. The…

Econometrics · Economics 2025-06-18 Cui Rui , Li Yuhao

This paper studies the goodness of fit test for the bivariate Hermite distribution. Specifically, we propose and study a Cram\'er-von Mises-type test based on the empirical probability generation function. The bootstrap can be used to…

Statistics Theory · Mathematics 2019-12-02 Pablo González-Albornoz , Francisco Novoa-Muñoz

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

The Hosmer-Lemeshow (HL) test is a commonly used global goodness-of-fit (GOF) test that assesses the quality of the overall fit of a logistic regression model. In this paper, we give results from simulations showing that the type 1 error…

Methodology · Statistics 2023-10-30 Nikola Surjanovic , Thomas M. Loughin

Many binary classification problems minimize misclassification above (or below) a threshold. We show that instances of ranking problems, accuracy at the top or hypothesis testing may be written in this form. We propose a general framework…

Machine Learning · Computer Science 2020-02-26 Lukáš Adam , Václav Mácha , Václav Šmídl , Tomáš Pevný

An open scientific challenge is how to classify events with reliable measures of uncertainty, when we have a mechanistic model of the data-generating process but the distribution over both labels and latent nuisance parameters is different…

Machine Learning · Statistics 2024-07-02 Luca Masserano , Alex Shen , Michele Doro , Tommaso Dorigo , Rafael Izbicki , Ann B. Lee

Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…

Applications · Statistics 2020-12-07 Wolfgang Rolke

A common problem in physics is to fit regression data by a parametric class of functions, and to decide whether a certain functional form allows for a good fit of the data. Common goodness of fit methods are based on the calculation of the…

Astrophysics · Physics 2009-11-07 N. Bissantz , A. Munk

Ordinal categorical data are widely collected in psychology, education, and other social sciences, appearing commonly in questionnaires, assessments, and surveys. Latent class models provide a flexible framework for uncovering unobserved…

Machine Learning · Statistics 2026-02-26 Huan Qing

We develop a general theory for the goodness-of-fit test to non-linear models. In particular, we assume that the observations are noisy samples of a submanifold defined by a \yao{sufficiently smooth non-linear map}. The observation noise is…

Machine Learning · Statistics 2020-11-12 Alexander Shapiro , Yao Xie , Rui Zhang

A goodness-of-fit index measures the consistency of consumption data with a given model of utility-maximization. We show that for the class of well-behaved (i.e., continuous and increasing) utility functions there is no goodness-of-fit…

Theoretical Economics · Economics 2026-02-13 Yujian Chen , Joshua Lanier , John K. -H. Quah

We introduce two new tools to assess the validity of statistical distributions. These tools are based on components derived from a new statistical quantity, the $comparison$ $curve$. The first tool is a graphical representation of these…

Methodology · Statistics 2024-05-16 Gilles R. Ducharme , Teresa Ledwina

Logistic regression is widely used to model the propensity score in the analysis of nonignorable missing data. However, goodness-of-fit testing for this propensity score model has received limited attention in the literature. In this paper,…

Methodology · Statistics 2026-04-24 Manli Cheng , Yangjianchen Xu , Qinglong Tian , Pengfei Li

Understanding the effect of a feature vector $x \in \mathbb{R}^d$ on the response value (label) $y \in \mathbb{R}$ is the cornerstone of many statistical learning problems. Ideally, it is desired to understand how a set of collected…

Machine Learning · Computer Science 2023-06-22 Mohammad Mehrabi , Ryan A. Rossi

We propose an empirical likelihood test that is able to test the goodness of fit of a class of parametric and semi-parametric multiresponse regression models. The class includes as special cases fully parametric models; semi-parametric…

Statistics Theory · Mathematics 2010-01-12 Song Xi Chen , Ingrid Van Keilegom

Nowadays, data analysis in the world of Big Data is connected typically to data mining, descriptive or exploratory statistics, e.~g.\ cluster analysis, classification or regression analysis. Aside these techniques there is a huge area of…

Applications · Statistics 2018-10-24 Taras Lazariv , Christoph Lehmann

We propose two nonparametric statistical tests of goodness of fit for conditional distributions: given a conditional probability density function $p(y|x)$ and a joint sample, decide whether the sample is drawn from $p(y|x)r_x(x)$ for some…

Machine Learning · Statistics 2020-07-01 Wittawat Jitkrittum , Heishiro Kanagawa , Bernhard Schölkopf

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…

The proposed Goodness--of--Fit (GoF) test for checking the linear autocorrelation model in a functional time series is based on an empirical process, whose residual marks and covariate index set are in a separable Hilbert space \mathbb{H}.…

Statistics Theory · Mathematics 2026-05-29 W. González-Manteiga , M. D. Ruiz-Medina , M. Febrero-Bande