Related papers: Goodness--of--Fit Tests Based on the Min--Characte…
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…
We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…
This article describes an extension of classical \chi^2 goodness-of-fit tests to Bayesian model assessment. The extension, which essentially involves evaluating Pearson's goodness-of-fit statistic at a parameter value drawn from its…
We consider the goodness of fit testing problem for stochastic differential equation with small diffiusion coefficient. The basic hypothesis is always simple and it is described by the known trend coefficient. We propose several tests of…
We introduce a new goodness-of-fit test for count data on $\mathbb{N}$ for the Zeta distribution with unknown parameter. The test is built on a Stein-type characterization that uses, as Stein operator, the infinitesimal generator of a…
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…
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…
We propose a new class of goodness-of-fit tests for the inverse Gaussian distribution. The proposed tests are weighted $L^2$-type tests depending on a tuning parameter. We develop the asymptotic theory under the null hypothesis and under a…
Many flexible families of positive random variables exhibit non-closed forms of the density and distribution functions and this feature is considered unappealing for modelling purposes. However, such families are often characterized by a…
Temperature data, like many other measurements in quantitative fields, are usually modeled using a normal distribution. However, some distributions can offer a better fit while avoiding underestimation of tail event probabilities. To this…
This article proposes a class of goodness-of-fit tests for the autocorrelation function of a time series process, including those exhibiting long-range dependence. Test statistics for composite hypotheses are functionals of a (approximated)…
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…
In the present paper, we develop a new goodness fit test for gamma distribution using the fixed point characterization. U-Statistic theory is employed to derive the test statistic. We discuss how the right censored observations are…
A new inequality between some functional of probability distribution functions is given. The inequality is based on strict convexity of a function used in functional definition. Equality sign in the inequality gives a characteristic…
This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…
We propose a general and relatively simple method for the construction of goodness-of-fit tests on the sphere and the hypersphere. The method is based on the characterization of probability distributions via their characteristic function,…
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…
This paper develops a smooth test of goodness-of-fit for elliptical distributions. The test is adaptively omnibus, invariant to affine-linear transformations and has a convenient expression that can be broken into components. These…
We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the composed error term, and is formulated as a weighted…
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…