相关论文: New consistent exponentiality tests based on $V$-e…

We propose a new $L^2$-type goodness-of-fit test for the family of beta distributions based on a conditional moment characterisation. The asymptotic null distribution is identified, and since it depends on the underlying parameters, a…

The main purpose of this paper is to present new families of test statistics for studying the problem of goodness-of-fit of some data to a latent class model for binary data. The families of test statistics introduced are based on…

Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…

Robust tests of general composite hypothesis under non-identically distributed observations is always a challenge. Ghosh and Basu (2018, Statistica Sinica, 28, 1133--1155) have proposed a new class of test statistics for such problems based…

A goodness-of-fit test for one-parameter count distributions with finite second moment is proposed. The test statistic is derived from the $L^1$ distance of a function of the probability generating function of the model under the null…

We consider the goodness of fit testing problem for ergodic diffusion processes. The basic hypothesis is supposed to be simple. The diffusion coefficient is known and the alternatives are described by the different trend coefficients. We…

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…

We suggest specification tests for the error distribution in vector multiplicative error models (vMEM). The test statistic is formulated as a weighted integrated distance between the parametric estimator of the Laplace transform of the null…

We derive a new discrepancy statistic for measuring differences between two probability distributions based on combining Stein's identity with the reproducing kernel Hilbert space theory. We apply our result to test how well a probabilistic…

This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…

This paper introduces chi-square goodness-of-fit tests to check for conditional distribution model specification. The data is cross-classified according to the Rosenblatt transform of the dependent variable and the explanatory variables,…

We propose a class of locally and asymptotically optimal tests, based on multivariate ranks and signs for the homogeneity of scatter matrices in $m$ elliptical populations. Contrary to the existing parametric procedures, these tests remain…

Due to the broad applications of elliptical models, there is a long line of research on goodness-of-fit tests for empirically validating them. However, the existing literature on this topic is generally confined to low-dimensional settings,…

In this paper, some recent and classical tests of symmetry are modified for the case of an unknown center. The unknown center is estimated with its $\alpha$-trimmed mean estimator. The asymptotic behavior of the new tests is explored. The…

In the present paper we propose a new estimator of entropy based on smooth estimators of quantile density. The consistency and asymptotic distribution of the proposed estimates are obtained. As a consequence, a new test of normality is…

A natural (yet unconventional) test for goodness-of-fit measures the discrepancy between the model and empirical distributions via their Euclidean distance (or, equivalently, via its square). The present paper characterizes the statistical…

Entropy and its various generalizations are important in many fields, including mathematical statistics, communication theory, physics and computer science, for characterizing the amount of information associated with a probability…

We consider the k-th order statistic from unit exponential distribution and show that it can be represented as a sum of independent exponential random variables. Our proof is simple and different. It readily proves that the standardized…

We propose new goodness-of-fit tests for the Pareto type I distribution. These tests are based on a multiplicative version of the memoryless property which characterises this distribution. We present the results of a Monte Carlo power study…

We employ a general Monte Carlo method to test composite hypotheses of goodness-of-fit for several popular multivariate models that can accommodate both asymmetry and heavy tails. Specifically, we consider weighted L2-type tests based on a…