相关论文: A New Approach to Tests and Confidence Bands for D…
A large class of goodness-of-fit test statistics based on sup-functionals of weighted empirical processes is proposed and studied. The weight functions employed are Erd\H{o}s-Feller-Kolmogorov-Petrovski upper-class functions of a Brownian…
A unified family of goodness-of-fit tests based on $\phi$-divergences is introduced and studied. The new family of test statistics $S_n(s)$ includes both the supremum version of the Anderson--Darling statistic and the test statistic of Berk…
This work is concerned with nonparametric goodness-of-fit testing in the context of nonlinear inverse problems with random observations. Bayesian posterior distributions based upon a Gaussian process prior distribution are proven to…
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…
We consider the error distribution in functional linear models with scalar response and functional covariate. Different asymptotic expansions of the empirical distribution function and the empirical characteristic function based on…
A goodness of fit test for the drift coefficient of an ergodic diffusion process is presented. The test is based on the score marked empirical process. The weak convergence of the proposed test statistic is studied under the null hypotheses…
Suppose that a sequence of data points follows a distribution of a certain parametric form, but that one or more of the underlying parameters may change over time. This paper addresses various natural questions in such a framework. We…
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…
This article proposes a class of goodness-of-fit tests for the autocorrelation function of a time series process, including those exhibiting long-range dependence. Test statistics for composite hypotheses are functionals of a (approximated)…
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,…
In this paper, we use the modern setting of functional empirical processes and recent techniques on uniform estimation for non parametric objects to derive consistency bands for the mean excess function in the i.i.d. case. We apply our…
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…
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 introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test…
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…
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…
Quantifying uncertainty using confidence regions is a central goal of statistical inference. Despite this, methodologies for confidence bands in Functional Data Analysis are still underdeveloped compared to estimation and hypothesis…
A survey of goodness-of-fit and symmetry tests based on the characterization properties of distributions is presented. This approach became popular in recent years. In most cases the test statistics are functionals of $U$-empirical…
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…
The main message in this paper is that there are surprisingly many different Brownian bridges, some of them - familiar, some of them - less familiar. Many of these Brownian bridges are very close to Brownian motions. Somewhat loosely…