Informative goodness-of-fit for multivariate distributions

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Abstract

This article discusses 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 field 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.

Original languageEnglish (US)
Pages (from-to)5570-5597
Number of pages28
JournalElectronic Journal of Statistics
Volume15
Issue number2
DOIs
StatePublished - 2021

Bibliographical note

Publisher Copyright:
© 2021, Institute of Mathematical Statistics. All rights reserved.

Keywords

  • Multivariate goodness-of-fit
  • background mismodeling
  • smooth tests

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