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Distribution-free data-driven smooth tests without $χ^2$

Published: August 4, 2025 | arXiv ID: 2508.01973v2

By: Xiangyu Zhang, Sara Algeri

Potential Business Impact:

Creates better math tests that work for everyone.

This article demonstrates how recent developments in the theory of empirical processes allow us to construct a new family of asymptotically distribution-free smooth test statistics. Their distribution-free property is preserved even when the parameters are estimated, model selection is performed, and the sample size is only moderately large. A computationally efficient alternative to the classical parametric bootstrap is also discussed.

Country of Origin
🇺🇸 United States

Page Count
30 pages

Category
Mathematics:
Statistics Theory