Random Projection-Based Anderson-Darling Test for Random Fields

Authors

Department of Statistics, Shahid Beheshti University, Tehran, Iran.

10.52547/jirss.20.2.1

Abstract

In this paper, we present the Anderson-Darling (AD) and Kolmogorov-Smirnov (KS) goodness of fit statistics for stationary and non-stationary random fields. Namely, we adopt an easy-to-apply method based on a random projection of a Hilbert-valued random field onto the real line R, and then, applying the well-known AD and KS goodness of fit tests. We conclude this paper by studying the behavior of the proposed approach in the wide range of simulation studies and in a case study of autistic and healthy individuals.

Keywords

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Volume 20, Issue 2
December 2021
Pages 1-28
  • Receive Date: 23 July 2022
  • Revise Date: 14 May 2024
  • Accept Date: 23 July 2022