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

Bruno Ebner, Norbert Henze and Joseph E. Yukich

Journal of Multivariate Analysis, 2018, vol. 165, issue C, 231-242

Abstract: We present a unified approach to goodness-of-fit testing in Rd and on lower-dimensional manifolds embedded in Rd based on sums of powers of weighted volumes of kth 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 α-entropy between probability distributions. A simulation study shows that the procedures are serious competitors to established goodness-of-fit tests. The tests are applied to two data sets of gamma-ray bursts in astronomy.

Keywords: Multivariate goodness-of-fit test; Nearest neighbors; α-entropy; Manifold; Test for uniformity on a circle or a sphere; Gamma-ray burst data (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047259X16302585
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:165:y:2018:i:c:p:231-242

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.jmva.2017.12.009

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().