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Let $(Y,(X_i)_{i\in\mathcal{I}})$ be a zero mean Gaussian vector and $V$ be a subset of $\mathcal{I}$. Suppose we are given $n$ i.i.d. replications of the vector $(Y,X)$. We propose a new test for testing that $Y$ is independent of…

Statistics Theory · Mathematics 2008-05-23 Nicolas Verzelen , Fanny Villers

We consider goodness-of-fit tests with i.i.d. samples generated from a categorical distribution $(p_1,...,p_k)$. For a given $(q_1,...,q_k)$, we test the null hypothesis whether $p_j=q_{\pi(j)}$ for some label permutation $\pi$. The…

Statistics Theory · Mathematics 2018-07-30 Chao Gao

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

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

Statistics Theory · Mathematics 2019-06-19 Thomas Pitschel

Function-on-function regression has been a topic of substantial interest due to its broad applicability, where the relation between functional predictor and response is concerned. In this article, we propose a new framework for modeling the…

Methodology · Statistics 2025-06-04 Tongyu Li , Fang Yao

We revisit the Kolmogorov-Smirnov and Cram\'er-von Mises goodness-of-fit (GoF) tests and propose a generalisation to identically distributed, but dependent univariate random variables. We show that the dependence leads to a reduction of the…

Statistical Finance · Quantitative Finance 2011-09-06 Remy Chicheportiche , Jean-Philippe Bouchaud

The standard method of transforming a continuous distribution on the line to the uniform distribution on the unit interval is the probability integral transform. Analogous transforms exist on compact Riemannian manifolds, in that, for each…

Statistics Theory · Mathematics 2018-11-13 P. E. Jupp , A. Kume

The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…

Methodology · Statistics 2025-11-27 Ioannis Kalogridis , Stanislav Nagy

We consider spatially homogeneous marked point patterns in an unboundedly expanding convex sampling window. Our main objective is to identify the distribution of the typical mark by constructing an asymptotic $\chi^2$-goodness-of-fit test.…

Statistics Theory · Mathematics 2016-08-10 Lothar Heinrich , Sebastian Lück , Volker Schmidt

When predicting scalar responses in the situation where the explanatory variables are functions, it is sometimes the case that some functional variables are related to responses linearly while other variables have more complicated…

Methodology · Statistics 2012-11-29 Heng Lian

We propose a new and rather stringent criterion for testing the goodness of fit between a theory and experiment. It is motivated by the paradox that the criterion on \chi^2 for testing a theory is much weaker than the criterion for finding…

High Energy Physics - Phenomenology · Physics 2007-05-23 J. C. Collins , J. Pumplin

Heteroskedastic errors can lead to inaccurate statistical conclusions if they are not properly handled. We introduce a test for heteroskedasticity for the nonparametric regression model with multiple covariates. It is based on a suitable…

Methodology · Statistics 2018-02-21 Justin Chown , Ursula U. Müller

Traditionally, the Dirichlet-multinomial distribution has been recognized as a key model for contingency tables generated by cluster sampling schemes. There are, however, other possible distributions appropriate for these contingency…

Methodology · Statistics 2016-09-26 Juana M. Alonso-Revenga , Nirian Martin , Leandro Pardo

We propose two families of tests for the classical goodness-of-fit problem to univariate normality. The new procedures are based on $L^2$-distances of the empirical zero-bias transformation to the normal distribution or the empirical…

Methodology · Statistics 2020-02-25 Steffen Betsch , Bruno Ebner

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

Recently a distribution free approach for testing parametric hypotheses based on unitary transformations has been suggested in \cite{Khm13, Khm16, Khm17} and further studied in \cite{Ngu17} and \cite{Rob19}. In this note we show that the…

Methodology · Statistics 2020-02-10 Estate V. Khmaladze

Generalized Linear Models (GLMs) are an increasingly popular framework for modeling neural spike trains. They have been linked to the theory of stochastic point processes and researchers have used this relation to assess goodness-of-fit…

Neurons and Cognition · Quantitative Biology 2010-11-19 Felipe Gerhard , Wulfram Gerstner

We propose a procedure for testing the linearity of a scalar-on-function regression relationship. To do so, we use the functional generalized additive model (FGAM), a recently developed extension of the functional linear model. For a…

Methodology · Statistics 2014-04-24 Mathew W. McLean , Giles Hooker , David Ruppert

When multiple models are considered in regression problems, the model averaging method can be used to weigh and integrate the models. In the present study, we examined how the goodness-of-prediction of the estimator depends on the…

Statistics Theory · Mathematics 2023-08-21 Ryo Ando , Fumiyasu Komaki

In this article, we present a nonparametric method for the general two-sample problem involving functional random variables modelled as elements of a separable Hilbert space ${\cal H}$. First, we present a general recipe based on linear…

Methodology · Statistics 2024-10-08 Bilol Banerjee
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