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A goodness of fit test for the drift coefficient of an ergodic diffusion process is presented. The test is based on the score marked empirical process. The weak convergence of the proposed test statistic is studied under the null hypotheses…

Statistics Theory · Mathematics 2007-06-13 Ilia Negri , Yoichi Nishiyama

We consider the problem of the construction of the goodness-of-fit tests for diffusion processes with small noise. The basic hypothesis is composite parametric and our goal is to obtain asymptotically distribution free tests. We propose two…

Statistics Theory · Mathematics 2015-09-30 Yury A. Kutoyants

Given an i.i.d. sample drawn from a density $f$, we propose to test that $f$ equals some prescribed density $f_0$ or that $f$ belongs to some translation/scale family. We introduce a multiple testing procedure based on an estimation of the…

Statistics Theory · Mathematics 2016-08-16 Magalie Fromont , Béatrice Laurent

The problem of node-similarity in networks has motivated a plethora of such measures between node-pairs, which make use of the underlying graph structure. However, higher-order relations cannot be losslessly captured by mere graphs and…

Social and Information Networks · Computer Science 2021-11-02 Govind Sharma , Paarth Gupta , M. Narasihma Murty

We present a unified general method for the asymptotic study of graphs from the so-called "subcritical"$ $ graph classes, which include the classes of cacti graphs, outerplanar graphs, and series-parallel graphs. This general method works…

Combinatorics · Mathematics 2019-02-12 Michael Drmota , Éric Fusy , Mihyun Kang , Veronika Kraus , Juanjo Rué

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

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

Statistics Theory · Mathematics 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

Consider a nonparametric regression model with one-sided errors and regression function in a general H\"older class. We estimate the regression function via minimization of the local integral of a polynomial approximation. We show uniform…

Methodology · Statistics 2016-10-12 Holger Drees , Natalie Neumeyer , Leonie Selk

The distribution $\mathsf{RGG}(n,\mathbb{S}^{d-1},p)$ is formed by sampling independent vectors $\{V_i\}_{i = 1}^n$ uniformly on $\mathbb{S}^{d-1}$ and placing an edge between pairs of vertices $i$ and $j$ for which $\langle V_i,V_j\rangle…

Probability · Mathematics 2024-08-05 Kiril Bangachev , Guy Bresler

Nonparametric two-sample testing is a classical problem in inferential statistics. While modern two-sample tests, such as the edge count test and its variants, can handle multivariate and non-Euclidean data, contemporary gargantuan datasets…

Methodology · Statistics 2023-04-28 Trambak Banerjee , Bhaswar B. Bhattacharya , Gourab Mukherjee

Given a class $\mathcal G$ of graphs, let ${\mathcal G}_n$ denote the set of graphs in $\mathcal G$ on vertex set $[n]$. For certain classes $\mathcal G$, we are interested in the asymptotic behaviour of a random graph $R_n$ sampled…

Combinatorics · Mathematics 2022-09-22 Colin McDiarmid

We propose a class of locally and asymptotically optimal tests, based on multivariate ranks and signs for the homogeneity of scatter matrices in $m$ elliptical populations. Contrary to the existing parametric procedures, these tests remain…

Statistics Theory · Mathematics 2008-12-18 Marc Hallin , Davy Paindaveine

Hypothesis testing for graphs has been an important tool in applied research fields for more than two decades, and still remains a challenging problem as one often needs to draw inference from few replicates of large graphs. Recent studies…

Machine Learning · Statistics 2018-12-03 Debarghya Ghoshdastidar , Ulrike von Luxburg

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…

Methodology · Statistics 2021-06-14 Sudheesh K. Kattumannil , Sreedevi E. P

In this work we propose a framework for constructing goodness of fit tests in both low and high-dimensional linear models. We advocate applying regression methods to the scaled residuals following either an ordinary least squares or Lasso…

Methodology · Statistics 2017-04-11 Rajen D. Shah , Peter Bühlmann

We consider a regression model with errors that are a.s. negative. Thus the regression function is not the expected value of the observations but the right endpoint of their support. We develop two goodness-of-fit tests for the hypotheses…

Statistics Theory · Mathematics 2020-10-01 Jürgen Kampf , Alexander Meister

Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypotheses are given by a specific distribution or by a family of…

Statistics Theory · Mathematics 2016-04-21 Daniel Gaigall

We consider general Exponential Random Graph Models (ERGMs) where the sufficient statistics are functions of homomorphism counts for a fixed collection of simple graphs $F_k$. Whereas previous work has shown a degeneracy phenomenon in dense…

Probability · Mathematics 2024-04-04 Nicholas A. Cook , Amir Dembo

The stochastic block model is a popular tool for studying community structures in network data. We develop a goodness-of-fit test for the stochastic block model. The test statistic is based on the largest singular value of a residual matrix…

Statistics Theory · Mathematics 2016-01-22 Jing Lei

There are many methods to estimate the quasi-stationary infected fraction of the SIS process on (random) graphs. A challenge is to adequately incorporate correlations, which is especially important in sparse graphs. Methods typically are…

Statistical Mechanics · Physics 2024-11-18 O. S. Awolude , H. Don , E. Cator
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