Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances

DOI10.1016/J.JMVA.2017.12.009MaRDI QIDQ1742744zbMATH OpenOpenAlexFDO

Authors Bruno Ebner, Norbert Henze, J. E. Yukich

Publication date 12 April 2018

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.06601

zbMATH Keywords

\(\alpha\)-entropygamma-ray burst datamanifoldmultivariate goodness-of-fit testnearest neighborstest for uniformity on a circle or a sphere

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Hypothesis testing in multivariate analysis (62H15)

Abstract: 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 normality of a class of test statistics under the null hypothesis and under fixed alternatives. Under such alternatives, scaled versions of the test statistics converge to the $alpha$-entropy between probability distributions. A simulation study shows that the procedures are serious competitors to established goodness-of-fit tests.

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Cited in

(20)

• Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances
• Goodness-of-fit tests for complete spatial randomness based on Minkowski functionals of binary images
• Shape-preserving wavelet-based multivariate density estimation
• Multivariate goodness-of-fit tests based on Wasserstein distance
• Testing uniformity on high-dimensional spheres: the non-null behaviour of the Bingham test
• Asymptotic distribution and detection thresholds for two-sample tests based on geometric graphs
• Testing multivariate uniformity based on random geometric graphs
• Measures of goodness of fit obtained by almost-canonical transformations on Riemannian manifolds
• Recent advances in directional statistics
• Goodness of fit in multidimensions based on nearest neighbour distances
• On the consistency of the spacings test for multivariate uniformity, including on manifolds
• scientific article; zbMATH DE number 4113762 (Why is no real title available?)
• The Hellinger Correlation
• Random generation of capacities and its application in comprehensive decision aiding
• Статистические критерии равномерности распределения и независимости векторов, использующие попарные расстояния;Statistical tests for uniformity of distribution and independence of vectors based on pairwise distances
• Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations
• A unified approach to goodness-of-fit testing for spherical and hyperspherical data
• A general maximal projection approach to uniformity testing on the hypersphere
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Describes a project that uses

Uses Software

• CircStats
• R
• circular
• Directional

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