Goodness-of-Fit Testing for Point Processes in Large Populations
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arXiv
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| Format: | Preprint |
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2026
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| author | Can, Sami Umut Khmaladze, Estate V. Laeven, Roger J. A. |
| author_facet | Can, Sami Umut Khmaladze, Estate V. Laeven, Roger J. A. |
| contents | Suppose we have an observed path from a point process counting event occurrences in a large population. Based on the observed path, we would like to test the null hypothesis that the conditional intensity of the point process belongs to a particular parametric family. We propose a novel approach to conducting such goodness-of-fit tests. The idea is to construct a unitary transformation of a natural parametric testing process such that it converges weakly to a ``standard'' target process, independent of the particular parametric form assumed under the null hypothesis. This transformation therefore paves the way for asymptotically distribution-free goodness-of-fit testing of parametric point processes. We demonstrate the good finite-sample performance of our approach through Monte Carlo simulations of Aalen-type survival processes, without and with censoring, mixture cure models, and software reliability models, and we illustrate its applicability with observed human lifetimes as well as real software failures. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_15814 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Goodness-of-Fit Testing for Point Processes in Large Populations Can, Sami Umut Khmaladze, Estate V. Laeven, Roger J. A. Statistics Theory 60G55, 62F03, 62N03 (primary), 62F05, 62G10, 62G20 (secondary) Suppose we have an observed path from a point process counting event occurrences in a large population. Based on the observed path, we would like to test the null hypothesis that the conditional intensity of the point process belongs to a particular parametric family. We propose a novel approach to conducting such goodness-of-fit tests. The idea is to construct a unitary transformation of a natural parametric testing process such that it converges weakly to a ``standard'' target process, independent of the particular parametric form assumed under the null hypothesis. This transformation therefore paves the way for asymptotically distribution-free goodness-of-fit testing of parametric point processes. We demonstrate the good finite-sample performance of our approach through Monte Carlo simulations of Aalen-type survival processes, without and with censoring, mixture cure models, and software reliability models, and we illustrate its applicability with observed human lifetimes as well as real software failures. |
| title | Goodness-of-Fit Testing for Point Processes in Large Populations |
| topic | Statistics Theory 60G55, 62F03, 62N03 (primary), 62F05, 62G10, 62G20 (secondary) |
| url | https://arxiv.org/abs/2605.15814 |