Results 11 to 20 of about 376,667 (303)
Gradient-Free Kernel Conditional Stein Discrepancy goodness of fit testing
Machine Learning with Applications, 2023 In this study, we propose a gradient-free statistical goodness-of-fit test for determining if a joint sample (xi,yi)is drawn from p(y|x)πxfor some density πxgiven a conditional distribution.
Elham Afzali, Saman Muthukumarana
doaj +1 more source
Annals of Operations Research, 2021 We introduce a novel stochastic volatility model with price and volatility co-jumps driven by Hawkes processes and develop a feasible maximum-likelihood procedure to estimate the parameters driving the jump intensity.
Iacopo Raffaelli +2 more
semanticscholar +1 more source
Tuning goodness-of-fit tests† [PDF]
Monthly Notices of the Royal Astronomical Society, 2019 As modern precision cosmological measurements continue to show agreement with the broad features of the standard $ $-Cold Dark Matter ($ $CDM) cosmological model, we are increasingly motivated to look for small departures from the standard model's predictions which might not be detected with standard approaches.
A Arrasmith, B Follin, E Anderes, L Knox
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Goodness‐of‐fit testing in high dimensional generalized linear models [PDF]
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2019 We propose a family of tests to assess the goodness of fit of a high dimensional generalized linear model. Our framework is flexible and may be used to construct an omnibus test or directed against testing specific non‐linearities and interaction effects,
Jana Jankov'a +3 more
semanticscholar +1 more source
Non-parametric hypothesis testing to model some cancers based on goodness of fit
AIMS Mathematics, 2022 By observing the failure behavior of the recorded survival data, we aim to compare the different processing approaches or the effectiveness of the devices or systems applied in this non-parametric statistical test.
M. E. Bakr +2 more
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Testing EBU_mgf Class of Life Distributions based on Goodness of Fit approach [PDF]
Journal of Statistical Theory and Applications (JSTA), 2016 Based on the goodness of fit approach, a new test is presented for testing exponentiality against "exponential Better than Used in moment generating function ordering class" (EBUmgf). The critical values and the powers of this test are calculated.
A.M. Gadallah
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Testing for goodness rather than lack of fit of continuous probability distributions.
PLoS ONE, 2021 The vast majority of testing procedures presented in the literature as goodness-of-fit tests fail to accomplish what the term is promising. Actually, a significant result of such a test indicates that the true distribution underlying the data differs ...
Stefan Wellek
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Score-Based Hypothesis Testing for Unnormalized Models
IEEE Access, 2022 Unnormalized statistical models play an important role in machine learning, statistics, and signal processing. In this paper, we derive a new hypothesis testing procedure for unnormalized models. Our approach is motivated by the success of score matching
Suya Wu +4 more
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Exploiting the information content of hydrological ''outliers'' for goodness-of-fit testing [PDF]
Hydrology and Earth System Sciences, 2010 Validation of probabilistic models based on goodness-of-fit tests is an essential step for the frequency analysis of extreme events. The outcome of standard testing techniques, however, is mainly determined by the behavior of the hypothetical model, < ...
F. Laio, P. Allamano, P. Claps
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Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling [PDF]
Annals of Statistics, 2020 Goodness-of-fit (GoF) testing is ubiquitous in statistics, with direct ties to model selection, confidence interval construction, conditional independence testing, and multiple testing, just to name a few applications.
semanticscholar +1 more source