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Related papers: Goodness-of-fit tests for spatial point processes:…

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In this review, the state-of-the-art for goodness-of-fit testing for spatial point processes is summarized. Test statistics based on classical functional summary statistics and recent contributions from topological data analysis are…

Methodology · Statistics 2025-01-08 Chiara Fend , Claudia Redenbach

We introduce tests for the goodness of fit of point patterns via methods from topological data analysis. More precisely, the persistent Betti numbers give rise to a bivariate functional summary statistic for observed point patterns that is…

Statistics Theory · Mathematics 2019-06-19 Christophe Ange Napoléon Biscio , Nicolas Chenavier , Christian Hirsch , Anne Marie Svane

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…

Statistics Theory · Mathematics 2022-03-01 Simos G. Meintanis , Christos K. Papadimitriou

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…

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…

Statistical modeling plays a fundamental role in understanding the underlying mechanism of massive data (statistical inference) and predicting the future (statistical prediction). Although all models are wrong, researchers try their best to…

Methodology · Statistics 2020-06-17 Hangjin Jiang

Suppose we have an observed path from a point process counting event occurrences in a large population. Based on the observed path, we would like to test the null hypothesis that the conditional intensity of the point process belongs to a…

Statistics Theory · Mathematics 2026-05-18 Sami Umut Can , Estate V. Khmaladze , Roger J. A. Laeven

We consider marked empirical processes indexed by a randomly projected functional covariate to construct goodness-of-fit tests for the functional linear model with scalar response. The test statistics are built from continuous functionals…

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

Despite the wide usage of parametric point processes in theory and applications, a sound goodness-of-fit procedure to test whether a given parametric model is appropriate for data coming from a self-exciting point processes has been missing…

Statistics Theory · Mathematics 2024-07-15 José C. F. Kling , Mathias Vetter

We discuss the practice of directly or indirectly assuming a model for the number of points when modelling spatial point patterns even though it is rarely possible to validate such a model in practice since most point pattern data consist…

Methodology · Statistics 2022-02-10 Jesper Møller , Ninna Vihrs

Linear mixed effects models (LMMs) are a popular and powerful tool for analyzing clustered or repeated observations for numeric outcomes. LMMs consist of a fixed and a random component, specified in the model through their respective design…

Statistics Theory · Mathematics 2019-12-10 Rok Blagus , Jakob Peterlin , Nataša Kejžar

Parametric max-stable processes are increasingly used to model spatial extremes. Starting from the fact that the dependence structure of a max-stable process is completely characterized by an extreme-value copula, a class of goodness-of-fit…

Methodology · Statistics 2015-02-27 Ivan Kojadinovic , Hongwei Shang , Jun Yan

We present a review of several results concerning the construction of the Cramer-von Mises and Kolmogorov-Smirnov type goodness-of-fit tests for continuous time processes. As the models we take a stochastic differential equation with small…

Statistics Theory · Mathematics 2009-03-27 Serguei Dachian , Yury A. Kutoyants

Goodness-of-fit tests are often used in data analysis to test the agreement of a distribution to a set of data. These tests can be used to detect an unknown signal against a known background or to set limits on a proposed signal…

Methodology · Statistics 2023-03-20 Lolian Shtembari , Allen Caldwell

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,…

Statistics Theory · Mathematics 2023-05-25 Bruno Ebner , Norbert Henze , Simos Meintanis

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

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

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…

Methodology · Statistics 2024-05-16 Gilles R. Ducharme , Teresa Ledwina

This paper introduces a novel goodness-of-fit test technique for parametric conditional distributions. The proposed tests are based on a residual marked empirical process, for which we develop a conditional Principal Component Analysis. The…

Econometrics · Economics 2025-06-18 Cui Rui , Li Yuhao
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