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相关论文: Asymptotic Efficiency of Goodness-of-fit Tests Bas…

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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…

统计理论 · 数学 2017-07-07 Ya. Yu. Nikitin

We introduce a new characterization of Pareto distribution and construct integral and supremum type goodness-of-fit tests based on it. Limiting distribution and large deviations of new statistics are described and their local Bahadur…

统计理论 · 数学 2014-08-21 K. Yu. Volkova

We construct integral and supremum type goodness-of-fit tests for the family of power distribution functions. Test statistics are functionals of $U-$empirical processes and are based on the classical characterization of power function…

统计理论 · 数学 2014-08-21 Ya. Yu. Nikitin , K. Yu. Volkova

We study the Bahadur efficiency of several weighted L2--type goodness--of--fit tests based on the empirical characteristic function. The methods considered are for normality and exponentiality testing, and for testing goodness--of--fit to…

统计理论 · 数学 2023-05-30 Simos G. Meintanis , Bojana Milošević , Marko Obradović

We propose a novel adaptive test of goodness-of-fit, with computational cost linear in the number of samples. We learn the test features that best indicate the differences between observed samples and a reference model, by minimizing the…

机器学习 · 统计学 2017-10-25 Wittawat Jitkrittum , Wenkai Xu , Zoltan Szabo , Kenji Fukumizu , Arthur Gretton

In this paper new two-dimensional goodness of fit tests are proposed. They are of supremum-type and are based on different types of characterizations. For the first time a characterization based on independence of two statistics is used for…

统计方法学 · 统计学 2023-05-30 Bojana Milošević , Marko Obradović

We present new families of goodness-of-fit tests of uniformity on a full-dimensional set $W\subset\R^d$ based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the…

统计理论 · 数学 2020-07-20 Bruno Ebner , Franz Nestmann , Matthias Schulte

The paper is devoted to tests for uniformity based on sum-functions of overlapping spacings, where the order of spacings can diverge to infinity as the sample size increases. In particular, it is shown that the asymptotic local power of…

统计理论 · 数学 2025-08-27 Sherzod M. Mirakhmedov

In this paper we present a new characterization of Pareto distribution and consider goodness of fit tests based on it. We provide an integral and Kolmogorov- Smirnov type statistics based on U-statistics and we calculate Bahadur efficiency…

统计理论 · 数学 2015-12-31 Marko Obradović , Milan Jovanović , Bojana Milošević

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,…

统计理论 · 数学 2022-11-03 Sherzod M Mirakhmedov

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…

统计理论 · 数学 2007-06-13 Winfried Stute , Li-Xing Zhu

New goodness-of-fit tests for exponentiality based on a particular property of exponential law are constructed. Test statistics are functionals of U-empirical processes. The first of these statistics is of integral type, the second one is a…

统计理论 · 数学 2016-03-08 Ya. Yu. Nikitin , K. Yu. Volkova

In this paper, we revisit the classical goodness-of-fit problems for univariate distributions; we propose a new testing procedure based on a characterisation of the uniform distribution. Asymptotic theory for the simple hypothesis case is…

统计方法学 · 统计学 2021-08-17 Bruno Ebner , Shawn Liebenberg , Jaco Visagie

We present a unified approach to goodness-of-fit testing in $\mathbb{R}^d$ and on lower-dimensional manifolds embedded in $\mathbb{R}^d$ based on sums of powers of weighted volumes of $k$-th nearest neighbor spheres. We prove asymptotic…

统计方法学 · 统计学 2016-12-21 Bruno Ebner , Norbert Henze , Joseph E. Yukich

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…

统计方法学 · 统计学 2022-10-27 Philipp Eller , Lolian Shtembari

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…

应用统计 · 统计学 2020-12-07 Wolfgang Rolke

We use a characterization of symmetry in terms of extremal order statistics which enables to build several new nonparametric tests of symmetry. We discuss their limiting distributions and calculate their local exact Bahadur efficiency under…

统计理论 · 数学 2014-03-31 Ya. Yu. Nikitin , M. Ahsanullah

Two new tests for exponentiality, of integral and Kolmogorov type, are proposed. They are based on a recent characterization and formed using appropriate V-statistics. Their asymptotic properties are examined and their local Bahadur…

统计方法学 · 统计学 2015-03-20 Bojana Milošević

The object of study is the problem of testing for uniformity of the multinomial distribution. We consider tests based on symmetric statistics, defined as the sum of some function of cell-frequencies. Mainly, attention is focused on the…

统计理论 · 数学 2022-09-12 Sherzod M. Mirakhmedov

A variety of statistics based on sample spacings has been studied in the literature for testing goodness-of-fit to parametric distributions. To test the goodness-of-fit to a nonparametric class of univariate shape-constrained densities,…

统计理论 · 数学 2024-10-28 Kwun Chuen Gary Chan , Hok Kan Ling , Chuan-Fa Tang , Sheung Chi Phillip Yam
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