Goodness-of-fit testing is a basic tool for assessing whether a fitted procedure has captured the systematic information contained in the covariates. While traditional theory has largely focused on parametric regression models, modern data analysis increasingly relies on flexible black-box learners, whose predictive su...
We study from a finite-sample viewpoint the problem of building tests and simultaneous confidence bands for cumulative distribution functions (CDFs), continuous or discrete. We emphasize procedures based on reweighted empirical distribution function (EDF) with shrinking bandwidths in the tails of the distribution. Sinc...
We propose a general goodness-of-fit framework for distributions on separable metric spaces. Under suitable identifiability conditions, probability distributions are characterized by distance profiles, which motivates their use in goodness-of-fit testing, for simple and composite null hypotheses. For composite null hyp...
Diego Serrano, Eduardo Garc'ia-Portugu'es, I. Van Keilegom· 0 citations
The statistical analysis of heavy-tailed data has received considerable attention because extreme observations frequently arise in many practical applications. The Pareto type-I distribution is a fundamental heavy-tailed model used in economics, finance, actuarial science, insurance, reliability, and extreme value anal...
S. Nila, Ishapathik Das, N. Balakrishna· 0 citations
Assessing the goodness-of-fit of a logistic regression model is a critical prerequisite before the model is used for inference. However, goodness-of-fit (GOF) tests such as the chi-square and deviance tests often give invalid results when the data are"sparse"-- a common issue with continuous predictors like age or weig...
We introduce a distribution-free goodness-of-fit test, termed the omega-1 test, which naturally complements the Kolmogorov--Smirnov test and Cram\'{e}r--von Mises test and can be viewed as their (piecewise) linear analog. Defined as an $\mathrm{L}^{1}$-functional of the empirical process, the test statistic improves on...
Wei-Xu Xia· 0 citations
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