English
Related papers

Related papers: Conditional Distribution Model Specification Testi…

200 papers

We propose a nonparametric statistical test for goodness-of-fit: given a set of samples, the test determines how likely it is that these were generated from a target density function. The measure of goodness-of-fit is a divergence…

Machine Learning · Statistics 2016-09-28 Kacper Chwialkowski , Heiko Strathmann , Arthur Gretton

In this paper, we develop a simple non-parametric test for testing normal distribution based on the distance between empirical zero-bias transformation and empirical distribution. The asymptotic properties of the test statistic are studied.…

Statistics Theory · Mathematics 2023-11-14 Sudheesh Kattumannil

We propose a new definition of the chi-square divergence between distributions. Based on convexity properties and duality, this version of the {\chi}^2 is well suited both for the classical applications of the {\chi}^2 for the analysis of…

Statistics Theory · Mathematics 2011-01-26 Michel Broniatowski , Samantha Leorato

A novel goodness-of-fit strategy is introduced for testing models of angular power spectra with unknown parameters. Using this strategy, it is possible to assess the validity of such models without specifying the distribution of the angular…

Data Analysis, Statistics and Probability · Physics 2026-01-30 Sara Algeri , Xiangyu Zhang , Erik Floden , Hongru Zhao , Galin L. Jones , Vuk Mandic , Jesse Miller

In this paper we study goodness-of-fit testing of single-index models. The large sample behavior of certain score-type test statistics is investigated. As a by-product, we obtain asymptotically distribution-free maximin tests for a large…

Statistics Theory · Mathematics 2007-06-13 Winfried Stute , Li-Xing Zhu

This paper proposes a goodness of fit test for the generalized Pareto distribution (GPD). Firstly, we provide two characterizations of GPD based on Stein's identity and dynamic survival extropy. These characterizations are used to test GPD…

Methodology · Statistics 2025-06-03 Gaurav Kandpal , Nitin Gupta

The standard method of transforming a continuous distribution on the line to the uniform distribution on the unit interval is the probability integral transform. Analogous transforms exist on compact Riemannian manifolds, in that, for each…

Statistics Theory · Mathematics 2018-11-13 P. E. Jupp , A. Kume

The normal distribution has the unique property that the cumulant generating function has only two terms, namely those involving the mean and the variance. This property is used to construct a simple by using the log of the modulus of the…

Methodology · Statistics 2016-05-02 J. Martin van Zyl

We obtain an approximate Gaussian distribution from a Poisson distribution after doing a change of variable. A new chi-square function is obtained which can be used for parameter estimations and goodness-of-fit testing when adjusting curves…

High Energy Physics - Experiment · Physics 2009-10-31 F. M. L. Almeida , M. Barbi , M. A. B. do Vale

We provide evidence that a root-mean-square test of goodness-of-fit can be significantly more powerful than state-of-the-art exact tests in detecting deviations from Hardy-Weinberg equilibrium. Unlike Pearson's chi-square test, the…

Methodology · Statistics 2013-06-03 Rachel Ward , Raymond J. Carroll

Among the various models designed for dependent count data, integer-valued autoregressive (INAR) processes enjoy great popularity. Typically, statistical inference for INAR models uses asymptotic theory that relies on rather stringent…

Methodology · Statistics 2024-10-16 Maxime Faymonville , Carsten Jentsch , Christian H. Weiß

A large class of goodness-of-fit test statistics based on sup-functionals of weighted empirical processes is proposed and studied. The weight functions employed are Erd\H{o}s-Feller-Kolmogorov-Petrovski upper-class functions of a Brownian…

Statistics Theory · Mathematics 2016-04-04 Natalia Stepanova , Tatjana Pavlenko

For testing independence it is very popular to use either the $\chi^{2}$-statistic or $G^{2}$-statistics (mutual information). Asymptotically both are $\chi^{2}$-distributed so an obvious question is which of the two statistics that has a…

Statistics Theory · Mathematics 2014-02-04 Peter Harremoës

Testing hypothesis of independence between two random elements on a joint alphabet is a fundamental exercise in statistics. Pearson's chi-squared test is an effective test for such a situation when the contingency table is relatively small.…

Statistics Theory · Mathematics 2025-03-19 Jialin Zhang , Zhiyi Zhang

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…

Methodology · Statistics 2025-07-01 Jia Zhou , Chang-Xing Ma

Aggregation patterns are often visually detected in sets of location data. These clusters may be the result of interesting dynamics or the effect of pure randomness. We build an asymptotically Gaussian test for the hypothesis of randomness…

Methodology · Statistics 2010-06-09 Gabriel Lang , Eric Marcon

The categorical Gini correlation is an alternative measure of dependence between a categorical and numerical variables, which characterizes the independence of the variables. A nonparametric test for the equality of K distributions has been…

Methodology · Statistics 2019-08-02 Yongli Sang , Xin Dang , Yichuan Zhao

We introduce a kernel-based goodness-of-fit test for censored data, where observations may be missing in random time intervals: a common occurrence in clinical trials and industrial life-testing. The test statistic is straightforward to…

Methodology · Statistics 2018-10-11 Tamara Fernández , Arthur Gretton

A prime goal of quantum tomography is to provide quantitatively rigorous characterisation of quantum systems, be they states, processes or measurements, particularly for the purposes of trouble-shooting and benchmarking experiments in…

Quantum Physics · Physics 2015-06-12 Nathan K. Langford

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…

High Energy Physics - Phenomenology · Physics 2007-05-23 J. C. Collins , J. Pumplin