Multinomial goodness-of-fit based on U-statistics: high-dimensional asymptotic and minimax optimality
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Publication:2301048
Abstract: We consider multinomial goodness-of-fit tests in the high-dimensional regime where the number of bins increases with the sample size. In this regime, Pearson's chi-squared test can suffer from low power due to the substantial bias as well as high variance of its statistic. To resolve these issues, we introduce a family of U-statistic for multinomial goodness-of-fit and study their asymptotic behaviors in high-dimensions. Specifically, we establish conditions under which the considered U-statistic is asymptotically Poisson or Gaussian, and investigate its power function under each asymptotic regime. Furthermore, we introduce a class of weights for the U-statistic that results in minimax rate optimal tests.
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- scientific article; zbMATH DE number 4166374
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Cited in
(5)- Asymptotically independent U-statistics in high-dimensional testing
- Poisson limit theorems for the Cressie-Read statistics
- Dimension-agnostic inference using cross U-statistics
- Geometry of goodness-of-fit testing in high dimensional low sample size modelling
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics
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