Informative Goodness-of-Fit for Multivariate Distributions

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 fr...

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Bibliographic Details
Published in:arXiv.org 2022-02
Main Author: Algeri, Sara
Format: Article
Language:English
Subjects:
Computer simulation
Goodness of fit
Multivariate analysis
Statistical tests
Online Access:Get full text
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Summary: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.
ISSN:2331-8422
DOI:10.48550/arxiv.2009.00503