Related papers: Testing the statistical compatibility of independe…
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 goodness-of-fit testing problem of distinguishing whether the data are drawn from a specified distribution, versus a composite alternative separated from the null in the total variation metric. In the discrete case, we…
We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algorithm for generating exchangeable copies by conditioning on…
Tests of goodness of fit are used in nearly every domain where statistics is applied. One powerful and flexible approach is to sample artificial data sets that are exchangeable with the real data under the null hypothesis (but not under the…
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…
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 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…
This paper proposes new specification tests for conditional models with discrete responses, which are key to apply efficient maximum likelihood methods, to obtain consistent estimates of partial effects and to get appropriate predictions of…
We address the problem of goodness-of-fit testing for H\"older continuous densities under local differential privacy constraints. We study minimax separation rates when only non-interactive privacy mechanisms are allowed to be used and when…
We study distributed goodness-of-fit testing for discrete distribution under bandwidth and differential privacy constraints. Information constraint distributed goodness-of-fit testing is a problem that has received considerable attention…
In this paper, we address the problem of testing goodness-of-fit for discrete distributions, where we focus on the geometric distribution. We define new likelihood-based goodness-of-fit tests using the beta-geometric distribution and the…
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…
We present the first method for assessing the relevance of a model-based clustering result in a general framework. Standard validation criteria, like the adjusted Rand index, rely on external labels to assess partition accuracy;…
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…
Methods of performing anomaly detection on high-dimensional data sets are needed, since algorithms which are trained on data are only expected to perform well on data that is similar to the training data. There are theoretical results on…
We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…
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…
It is well known that the approximate distribution of the usual test statistic of a goodness-of-fit test is chi-square, with degrees of freedom equal to the number of categories minus 1 (assuming that no parameters are to be estimated --…
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…
Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…