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Barrio Tellado, Eustasio del Inouzhe Valdés, Hristo Matrán Bea, Carlos 2026-01-30T11:03:14Z 2026-01-30T11:03:14Z 2019 TEST, Volume 29, pages 938–965, (2019) 1133-0686 https://uvadoc.uva.es/handle/10324/82400 10.1007/s11749-019-00691-1 938 4 965 TEST 29 1863-8260 Producción Científica Classical tests of fit typically reject a model for large enough real data samples. In contrast, often in statistical practice, a model offers a good description of the data even though it is not the ‘true’ random generator. We consider a more flexible approach based on contamination neighbourhoods: using trimming methods and the Kolmogorov metric, we introduce a functional statistic measuring departures from a contaminated model. We show how the plug-in estimator allows testing of fit for the (slightly) contaminated model vs sensible deviations from it, with uniformly exponentially small type I and type II error probabilities. We also address the asymptotic behaviour of the estimator showing that, under suitable regularity conditions, it asymptotically behaves as the supremum of a Gaussian process. As an application, we explore methods of comparison between descriptive models based on the paradigm of model falseness. We also include some connections of our approach with the false discovery rate setting, showing competitive behaviour when estimating the contamination level, and being applicable in a wider framework. FEDER, Spanish Ministerio de Economía y Competitividad, Grant MTM2017-86061-C2-1-P and Junta de Castilla y León, Grants VA005P17 and VA002G18 application/pdf spa Springer info:eu-repo/semantics/openAccess Estadística On approximate validation of models: a Kolmogorov–Smirnov-based approach info:eu-repo/semantics/article info:eu-repo/semantics/acceptedVersion https://link.springer.com/article/10.1007/s11749-019-00691-1 SI