Related papers: Goodness of fit test for ergodic diffusion process…
This article deals with goodness-of-fit test for the Cauchy distribution. Some tests based on Kullback-Leibler information are proposed, and shown to be consistent. Monte Carlo evidence indicates that the tests have satisfactory…
There exist a number of tests for assessing the nonparametric heteroscedastic location-scale assumption. Here we consider a goodness-of-fit test for the more general hypothesis of the validity of this model under a parametric functional…
Many flexible families of positive random variables exhibit non-closed forms of the density and distribution functions and this feature is considered unappealing for modelling purposes. However, such families are often characterized by a…
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,…
This paper discusses two goodness-of-fit testing problems. The first problem pertains to fitting an error distribution to an assumed nonlinear parametric regression model, while the second pertains to fitting a parametric regression model…
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…
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…
In the present paper, we develop a new goodness-of-fit test for the Birnbaum- Saunders distribution based on the probability plot. We utilize the sample correlation coefficient from the Birnbaum-Saunders probability plot as a measure of…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
We develop a new goodness fit test for Rayleigh distribution for complete as well as right censored data. We use U-Statistic theory to derive the test statistic. First we develop a test for complete data and then discuss, how right censored…
Classical tests of goodness-of-fit aim to validate the conformity of a postulated model to the data under study. Given their inferential nature, they can be considered a crucial step in confirmatory data analysis. In their standard…
The Erd\"os Renyi graph is a popular choice to model network data as it is parsimoniously parametrized, straightforward to interprete and easy to estimate. However, it has limited suitability in practice, since it often fails to capture…
The drift diffusion model (DDM) is a model of sequential sampling with diffusion (Brownian) signals, where the decision maker accumulates evidence until the process hits a stopping boundary, and then stops and chooses the alternative that…
We present an extensive comparison between the statistical properties of non-hierarchical three-body systems and the corresponding three-body theoretical predictions. We perform and analyze 1 million realizations for each different initial…
We propose a new class of goodness-of-fit tests for the inverse Gaussian distribution. The proposed tests are weighted $L^2$-type tests depending on a tuning parameter. We develop the asymptotic theory under the null hypothesis and under a…
We propose strongly consistent estimators of the $\ell_1$ norm of the sequence of $\alpha$-mixing (respectively $\beta$-mixing) coefficients of a stationary ergodic process. We further provide strongly consistent estimators of individual…
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…
In this article we use Gaussian measure on $\mathbb{R}^N$ to define the coefficients of an elliptic diffusion on an open cone of $\mathbb{R}^2$. We prove the existence and uniqueness of a stationary distribution for this diffusion. In a…
Assessing goodness of fit to a given distribution plays an important role in computational statistics. The Probability integral transformation (PIT) can be used to convert the question of whether a given sample originates from a reference…
This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…