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A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…

Methodology · Statistics 2025-10-10 Gitte Kremling , Gerhard Dikta

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…

Methodology · Statistics 2021-04-28 Sean van der Merwe

In this work, the distributional properties of the goodness-of-fit term in likelihood-based information criteria are explored. These properties are then leveraged to construct a novel goodness-of-fit test for normal linear regression models…

Methodology · Statistics 2023-09-20 Scott H. Koeneman , Joseph E. Cavanaugh

A goodness-of-fit test for one-parameter count distributions with finite second moment is proposed. The test statistic is derived from the $L^1$ distance of a function of the probability generating function of the model under the null…

Statistics Theory · Mathematics 2024-06-11 Antonio Di Noia , Lucio Barabesi , Marzia Marcheselli , Caterina Pisani , Luca Pratelli

The process comparing the empirical cumulative distribution function of the sample with a parametric estimate of the cumulative distribution function is known as the empirical process with estimated parameters and has been extensively…

Methodology · Statistics 2012-10-08 Ivan Kojadinovic , Jun Yan

The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…

Statistics Theory · Mathematics 2019-04-18 Feras A. Saad , Cameron E. Freer , Nathanael L. Ackerman , Vikash K. Mansinghka

This paper presents and examines computationally convenient goodness-of-fit tests for the family of generalized Poisson distributions, which encompasses notable distributions such as the Compound Poisson and the Katz distributions. The…

Methodology · Statistics 2024-11-21 A. Batsidis , B. Milošević , M. D. Jiménez-Gamero

The bivariate Poisson distribution is commonly used to model bivariate count data. In this paper we study a goodness-of-fit test for this distribution. We also provide a review of the existing tests for the bivariate Poisson distribution,…

Statistics Theory · Mathematics 2019-02-26 Francisco Novoa-Muñoz

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

Goodness-of-fit tests based on the empirical Wasserstein distance are proposed for simple and composite null hypotheses involving general multivariate distributions. For group families, the procedure is to be implemented after preliminary…

Methodology · Statistics 2021-01-28 Marc Hallin , Gilles Mordant , Johan Segers

Assessing model adequacy is a crucial step in regression analysis, ensuring the validity of statistical inferences. For Generalized Functional Linear Models (GFLMs), which are widely used for modeling relationships between scalar responses…

Methodology · Statistics 2025-11-14 Feifei Chen , Kaiming Zhang , Yanni Zhang , Hua Liang

We propose an empirical likelihood test that is able to test the goodness of fit of a class of parametric and semi-parametric multiresponse regression models. The class includes as special cases fully parametric models; semi-parametric…

Statistics Theory · Mathematics 2010-01-12 Song Xi Chen , Ingrid Van Keilegom

Logistic regression is widely used to model the propensity score in the analysis of nonignorable missing data. However, goodness-of-fit testing for this propensity score model has received limited attention in the literature. In this paper,…

Methodology · Statistics 2026-04-24 Manli Cheng , Yangjianchen Xu , Qinglong Tian , Pengfei Li

Recently there have been many research efforts in developing generative models for self-exciting point processes, partly due to their broad applicability for real-world applications. However, rarely can we quantify how well the generative…

Statistics Theory · Mathematics 2021-02-15 Song Wei , Shixiang Zhu , Minghe Zhang , Yao Xie

Functional linear models are one of the most fundamental tools to assess the relation between two random variables of a functional or scalar nature. This contribution proposes a goodness-of-fit test for the functional linear model with…

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

Bivariate count models having one marginal and the other conditionals being of the Poissons form are called pseudo-Poisson distributions. Such models have simple exible dependence structures, possess fast computation algorithms and generate…

Applications · Statistics 2023-06-08 Banoth Veeranna , B. G. Manjunath , B. Shobha

Goodness-of-fit (GoF) testing is ubiquitous in statistics, with direct ties to model selection, confidence interval construction, conditional independence testing, and multiple testing, just to name a few applications. While testing the GoF…

Methodology · Statistics 2021-09-16 Rina Foygel Barber , Lucas Janson

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…

Approximate Bayesian computation is a statistical framework that uses numerical simulations to calibrate and compare models. Instead of computing likelihood functions, Approximate Bayesian computation relies on numerical simulations, which…

Methodology · Statistics 2016-01-19 Louisiane Lemaire , Flora Jay , I-Hung Lee , Katalin Csilléry , Michael G. B. Blum
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