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Using the fact that some depth functions characterize certain family of distribution functions, and under some mild conditions, distribution of the depth is continuous, we have constructed several new multivariate goodness of fit tests…

统计理论 · 数学 2024-05-14 Rahul Singh , Subhajit Dutta , Neeraj Misra

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

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

Goodness-of-fit tests are often used in data analysis to test the agreement of a distribution to a set of data. These tests can be used to detect an unknown signal against a known background or to set limits on a proposed signal…

统计方法学 · 统计学 2023-03-20 Lolian Shtembari , Allen Caldwell

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 objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…

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

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…

统计方法学 · 统计学 2022-04-06 Sara Algeri , Xiangyu Zhang

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 review, the state-of-the-art for goodness-of-fit testing for spatial point processes is summarized. Test statistics based on classical functional summary statistics and recent contributions from topological data analysis are…

统计方法学 · 统计学 2025-01-08 Chiara Fend , Claudia Redenbach

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,…

统计理论 · 数学 2023-05-25 Bruno Ebner , Norbert Henze , Simos Meintanis

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…

统计理论 · 数学 2022-03-01 Simos G. Meintanis , Christos K. Papadimitriou

This paper takes a look at omnibus tests of goodness of fit in the context of reweighted Anderson-Darling tests and makes threefold contributions. The first contribution is to provide a geometric understanding. It is argued that the test…

统计方法学 · 统计学 2023-05-11 Chuanhai Liu

We introduce tests for the goodness of fit of point patterns via methods from topological data analysis. More precisely, the persistent Betti numbers give rise to a bivariate functional summary statistic for observed point patterns that is…

Accurately specifying covariance structures is critical for valid inference in longitudinal and functional data analysis, particularly when data are sparsely observed. In this study, we develop a global goodness-of-fit test to assess…

统计方法学 · 统计学 2025-03-31 Dhrubajyoti Ghosh , Zhuolin Song , Luo Xiao , Sheng Luo

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…

统计理论 · 数学 2024-11-05 Lasse Vuursteen

Most signal processing and statistical applications heavily rely on specific data distribution models. The Gaussian distributions, although being the most common choice, are inadequate in most real world scenarios as they fail to account…

统计理论 · 数学 2023-04-17 Ilya Soloveychik

Goodness-of-fit tests based on the Euclidean distance often outperform chi-square and other classical tests (including the standard exact tests) by at least an order of magnitude when the model being tested for goodness-of-fit is a discrete…

统计方法学 · 统计学 2024-04-09 William Perkins , Mark Tygert , Rachel Ward

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;…

统计理论 · 数学 2026-03-30 Salima El Kolei , Matthieu Marbac

We present the results of a large number of simulation studies regarding the power of various goodness-of-fit as well as nonparametric two-sample tests for univariate data. This includes both continuous and discrete data. In general no…

统计方法学 · 统计学 2024-11-13 Wolfgang Rolke
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