%0 Electronic Article
%A Bruno, Mattia
%A Sommer, Rainer
%T On fits to correlated and auto-correlated data
%N arXiv:2209.14188
%M PUBDB-2022-05083
%M arXiv:2209.14188
%M DESY-22-154
%D 2022
%Z 15 pages, 4 figures
%X Observables in particle physics and specifically in lattice QCD calculations are often extracted from fits. Standard χ<sup>2</sup> tests require a reliable determination of the covariance matrix and its inverse from correlated and auto-correlated data, a challenging task often leading to close-to-singular estimates. These motivate modifications of the definition of χ<sup>2</sup> such as uncorrelated fits. We show how the goodness-of-fit measured by their p-value can still be estimated robustly for a broad class of such fits.
%K lattice field theory (INSPIRE)
%K covariance (INSPIRE)
%F PUB:(DE-HGF)25
%9 Preprint
%R 10.3204/PUBDB-2022-05083
%U https://bib-pubdb1.desy.de/record/483012