Multinomial Goodness-of-Fit Based on U-Statistics: High-Dimensional Asymptotic and Minimax Optimality

Ilmun Kim

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arXiv · 1812.08924

Multinomial Goodness-of-Fit Based on U-Statistics: High-Dimensional Asymptotic and Minimax Optimality

Ilmun Kim

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Abstract

We consider multinomial goodness-of-fit tests in the high-dimensional regime where the number of bins increases with the sample size. In this regime, Pearson's chi-squared test can suffer from low power due to the substantial bias as well as high variance of its statistic. To resolve these issues, we introduce a family of U-statistic for multinomial goodness-of-fit and study their asymptotic behaviors in high-dimensions. Specifically, we establish conditions under which the considered U-statistic is asymptotically Poisson or Gaussian, and investigate its power function under each asymptotic regime. Furthermore, we introduce a class of weights for the U-statistic that results in minimax rate optimal tests.

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BibTeX RIS

Ilmun Kim. 2018-12-21. Multinomial Goodness-of-Fit Based on U-Statistics: High-Dimensional Asymptotic and Minimax Optimality. https://arxiv.org/abs/1812.08924

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