Informative goodness-of-fit for multivariate distributions

DOI10.1214/21-EJS1926MaRDI QIDQ2074302zbMATH OpenFDO

Authors Sara Algeri

Publication date 9 February 2022

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2009.00503, https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-15/issue-2/Informative-goodness-of-fit-for-multivariate-distributions/10.1214/21-EJS1926.full

zbMATH Keywords

background mismodelingmultivariate goodness-of-fitsmooth tests

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Random fields; image analysis (62M40) Applications of statistics to physics (62P35)

Abstract: This article introduces an informative goodness-of-fit (iGOF) approach to study multivariate distributions. When the null model is rejected, iGOF allows us to identify the underlying sources of mismodeling and naturally equips practitioners with additional insights on the nature of the deviations from the true distribution. The informative character of the procedure is achieved by exploiting smooth tests and random fields theory to facilitate the analysis of multivariate data. Simulation studies show that iGOF enjoys high power for different types of alternatives. The methods presented here directly address the problem of background mismodeling arising in physics and astronomy. It is in these areas that the motivation of this work is rooted.

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Cited in

(4)

• A new set of tools for goodness-of-fit validation
• ODC and ROC curves, comparison curves and stochastic dominance
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Describes a project that uses

Uses Software

• LPMode
• TOHM
• ColliderBit

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