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A survey of goodness-of-fit and symmetry tests based on the characterization properties of distributions is presented. This approach became popular in recent years. In most cases the test statistics are functionals of $U$-empirical…

Statistics Theory · Mathematics 2017-07-07 Ya. Yu. Nikitin

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 use a Stein identity to define a new class of parametric distributions which we call ``independent additive weighted bias distributions.'' We investigate related $L^2$-type discrepancy measures, empirical versions of which not only…

Methodology · Statistics 2023-04-27 Bruno Ebner , Yvik Swan

A simple test is proposed for examining the correctness of a given completely specified response function against unspecified general alternatives in the context of univariate regression. The usual diagnostic tools based on residuals plots…

Methodology · Statistics 2010-04-27 Jean-Baptiste Aubin , Samuela Leoni-Aubin

Unbinned maximum likelihood is a common procedure for parameter estimation. After parameters have been estimated, it is crucial to know whether the fit model adequately describes the experimental data. Univariate Goodness of Fit procedures…

Applications · Statistics 2011-02-14 Giulio Palombo

The stochastic block model is widely used for detecting community structures in network data. How to test the goodness-of-fit of the model is one of the fundamental problems and has gained growing interests in recent years. In this article,…

Methodology · Statistics 2019-08-27 Jianwei Hu , Jingfei Zhang , Hong Qin , Ting Yan , Ji Zhu

This paper studies computational aspects of an asymptotically distribution-free goodness-of-fit test for non-Gaussian distributions based on the Khmaladze martingale transformation when the location and scale parameters of the distribution…

Applications · Statistics 2023-08-02 Jiwoong Kim

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 studies the problem of testing whether a system of linear equality and inequality constraints admits a solution when the coefficients of that system may have to be estimated. We show that a wide range of inferential questions in…

Econometrics · Economics 2026-05-11 Leonard Goff , Eric Mbakop

We develop a systematic, omnibus approach to goodness-of-fit testing for parametric distributional models when the variable of interest is only partially observed due to censoring and/or truncation. In many such designs, tests based on the…

Methodology · Statistics 2026-02-10 Juan Carlos Escanciano , Jacobo de Uña-Álvarez

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

The analysis of continuously spatially varying processes usually considers two sources of variation, namely, the large-scale variation collected by the trend of the process, and the small-scale variation. Parametric trend models on latitude…

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 this paper a new class of uniformity tests is proposed. It is shown that those tests are applicable to the cases of any simple null hypothesis as well as for the composite null hypothesis of rectangular distributions on arbitrary…

Methodology · Statistics 2018-08-21 Bojana Milošević

Significant progress has been made in developing identification and estimation techniques for missing data problems where modeling assumptions can be described via a directed acyclic graph. The validity of results using such techniques rely…

Methodology · Statistics 2023-06-13 Razieh Nabi , Rohit Bhattacharya

Probabilistic generative models of graphs are important tools that enable representation and sampling. Many recent works have created probabilistic models of graphs that are capable of representing not only entity interactions but also…

Machine Learning · Computer Science 2023-08-09 Pablo Robles-Granda , Katherine Tsai , Oluwasanmi Koyejo

We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the $n^{-1/2}$ scale in every direction, and can be tailored to put substantial power on alternatives of importance. The…

Statistics Theory · Mathematics 2007-06-13 Peter J. Bickel , Ya'acov Ritov , Thomas M. Stoker

We consider the problem of the construction of the Goodness-of-Fit test in the case of continuous time observations of a diffusion process with small noise. The null hypothesis is parametric and we use a minimum distance estimator of the…

Statistics Theory · Mathematics 2016-06-17 Maroua Ben Abdeddaiem

In transformation regression models the response is transformed before fitting a regression model to covariates and transformed response. We assume such a model where the errors are independent from the covariates and the regression…

Statistics Theory · Mathematics 2020-02-17 Nick Kloodt , Natalie Neumeyer , Ingrid Van Keilegom

We propose novel goodness-of-fit tests for the Weibull distribution with unknown parameters. These tests are based on an alternative characterizing representation of the Laplace transform related to the density approach in the context of…

Statistics Theory · Mathematics 2022-06-15 Bruno Ebner , Adrian Fischer , Norbert Henze , Celeste Mayer
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