Related papers: On goodness-of-fit testing for self-exciting point…
In this paper, we revisit the classical goodness-of-fit problems for univariate distributions; we propose a new testing procedure based on a characterisation of the uniform distribution. Asymptotic theory for the simple hypothesis case is…
The recent development of bootstrap methods based on semidefinite relaxations of positivity constraints has enabled rigorous two-sided bounds on local observables directly in the thermodynamic limit. However, these bounds inevitably become…
This paper presents a goodness-of-fit test for parametric regression models with scalar response and directional predictor, that is, a vector on a sphere of arbitrary dimension. The testing procedure is based on the weighted squared…
There is currently a gap in theory for point patterns that lie on the surface of objects, with researchers focusing on patterns that lie in a Euclidean space, typically planar and spatial data. Methodology for planar and spatial data thus…
This paper investigates the (in)-consistency of various bootstrap methods for making inference on a change-point in time in the Cox model with right censored survival data. A criterion is established for the consistency of any bootstrap…
A goodness-of-fit test for the fitting of a parametric model to data obtained from a detector with finite resolution and limited acceptance is proposed. The parameters of the model are found by minimization of a statistic that is used for…
Goodness-of-Fit tests, including Smooth ones, are introduced and applied to detect non-Gaussianity in Cosmic Microwave Background simulations. We study the power of three different tests: the Shapiro-Francia test (1972), the uncategorised…
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…
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…
Economic models may exhibit incompleteness depending on whether or not they admit certain policy-relevant features such as strategic interaction, self-selection, or state dependence. We develop a novel test of model incompleteness and…
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…
In this work, a goodness-of-fit test for the null hypothesis of a functional linear model with scalar response is proposed. The test is based on a generalization to the functional framework of a previous one, designed for the…
Motivated by the rapidly increasing relevance of virtual material design in the domain of materials science, it has become essential to assess whether topological properties of stochastic models for a spatial tessellation are in accordance…
Suppose that a sequence of data points follows a distribution of a certain parametric form, but that one or more of the underlying parameters may change over time. This paper addresses various natural questions in such a framework. We…
A sizable amount of goodness-of-fit tests involving functional data have appeared in the last decade. We provide a relatively compact revision of most of these contributions, within the independent and identically distributed framework, by…
The main purpose of this paper is to provide an asymptotically optimal test. The proposed statistic is of Neyman-Pearson-type when the parameters are estimated with a particular kind of estimators. It is shown that the proposed estimators…
In this work a method for statistical analysis of time series is proposed, which is used to obtain solutions to some classical problems of mathematical statistics under the only assumption that the process generating the data is stationary…
We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving…
We consider goodness-of-fit tests of symmetric stable distributions based on weighted integrals of the squared distance between the empirical characteristic function of the standardized data and the characteristic function of the standard…
The degrees are a classical and relevant way to study the topology of a network. They can be used to assess the goodness-of-fit for a given random graph model. In this paper we introduce goodness-of-fit tests for two classes of models.…