Random Projection-Based Anderson-Darling Test for Random Fields

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.