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A novel goodness-of-fit strategy is introduced for testing models of angular power spectra with unknown parameters. Using this strategy, it is possible to assess the validity of such models without specifying the distribution of the angular…

数据分析、统计与概率 · 物理学 2026-01-30 Sara Algeri , Xiangyu Zhang , Erik Floden , Hongru Zhao , Galin L. Jones , Vuk Mandic , Jesse Miller

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

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…

统计方法学 · 统计学 2023-09-27 Barbara Brune , Jonathan Flossdorf , Carsten Jentsch

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 consider goodness-of-fit tests with i.i.d. samples generated from a categorical distribution $(p_1,...,p_k)$. For a given $(q_1,...,q_k)$, we test the null hypothesis whether $p_j=q_{\pi(j)}$ for some label permutation $\pi$. The…

统计理论 · 数学 2018-07-30 Chao Gao

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…

统计方法学 · 统计学 2021-05-28 Wenceslao González-Manteiga , Rosa M. Crujeiras , Eduardo García-Portugués

A new multivariate distribution possessing arbitrarily parametrized and positively dependent univariate Pareto margins is introduced. Unlike the probability law of Asimit et al. (2010) [Asimit, V., Furman, E. and Vernic, R. (2010) On a…

风险管理 · 定量金融 2016-07-19 Jianxi Su , Edward Furman

Accurate modeling is essential in integer-valued real phenomena, including the distribution of entire data, zero-inflated (ZI) data, and discrete exceedances. The Poisson and Negative Binomial distributions, along with their ZI variants,…

统计方法学 · 统计学 2025-10-20 Touqeer Ahmad , Irshad Ahmad Arshad

This paper develops goodness of fit statistics that can be used to formally assess Markov random field models for spatial data, when the model distributions are discrete or continuous and potentially parametric. Test statistics are formed…

统计理论 · 数学 2012-05-29 Mark S. Kaiser , Soumendra N. Lahiri , Daniel J. Nordman

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

A set of data with positive values follows a Pareto distribution if the log-log plot of value versus rank is approximately a straight line. A Pareto distribution satisfies Zipf's law if the log-log plot has a slope of -1. Since many types…

经济学 · 定量金融 2020-06-04 Ricardo T. Fernholz , Robert Fernholz

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…

统计方法学 · 统计学 2025-12-01 Natalie Neumeyer , Leonie Selk

A problem of goodness-of-fit test for ergodic diffusion processes is presented. In the null hypothesis the drift of the diffusion is supposed to be in a parametric form with unknown shift parameter. Two Cramer-Von Mises type test statistics…

统计理论 · 数学 2012-03-30 Ilia Negri , Li Zhou

We propose new goodness-of-fit tests for the Poisson distribution. The testing procedure entails fitting a weighted Poisson distribution, which has the Poisson as a special case, to observed data. Based on sample data, we calculate an…

统计方法学 · 统计学 2024-02-21 Winnie Kirui , Elzanie Bothma , Marius Smuts , Anke Steyn , Jaco Visagie

Method of parameterizing and smoothing the unknown underling distributions using Bernstein polynomials is proposed, verified and investigated. Any distribution with bounded and smooth enough density can be approximated by the proposed…

统计方法学 · 统计学 2015-06-23 Zhong Guan

It was observed that the number of cases and deaths for infectious diseases were associated with heavy-tailed power law distributions such as the Pareto distribution. While Pareto distribution was widely used to model the cases and deaths…

统计方法学 · 统计学 2023-09-29 Bowen Liu , Malwane M. A. Ananda

The Gaussian graphical model is routinely employed to model the joint distribution of multiple random variables. The graph it induces is not only useful for describing the relationship between random variables but also critical for…

统计方法学 · 统计学 2022-12-15 Thien-Minh Le , Ping-Shou Zhong , Chenlei Leng

The paper considers the classical Goodness of Fit test. It suggests to use the Gamma distribution for the approximation of the distribution of the Pearson statistics with unknown parameters estimated from raw data. The parameters of these…

统计理论 · 数学 2019-05-21 Nikolai Dokuchaev

We develop a general statistical framework for the analysis and inference of large tree-structured data, with a focus on developing asymptotic goodness-of-fit tests. We first propose a consistent statistical model for binary trees, from…

We consider spatially homogeneous marked point patterns in an unboundedly expanding convex sampling window. Our main objective is to identify the distribution of the typical mark by constructing an asymptotic $\chi^2$-goodness-of-fit test.…

统计理论 · 数学 2016-08-10 Lothar Heinrich , Sebastian Lück , Volker Schmidt