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@ARTICLE{Bruno:483012,
      author       = {Bruno, Mattia and Sommer, Rainer},
      title        = {{O}n fits to correlated and auto-correlated data},
      reportid     = {PUBDB-2022-05083, arXiv:2209.14188. DESY-22-154},
      year         = {2022},
      note         = {15 pages, 4 figures},
      abstract     = {Observables in particle physics and specifically in lattice
                      QCD calculations are often extracted from fits. Standard
                      $\chi^2$ 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 $\chi^2$ 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.},
      keywords     = {lattice field theory (INSPIRE) / covariance (INSPIRE)},
      cin          = {$Z_ZPPT$},
      cid          = {$I:(DE-H253)Z_ZPPT-20210408$},
      pnm          = {611 - Fundamental Particles and Forces (POF4-611)},
      pid          = {G:(DE-HGF)POF4-611},
      experiment   = {EXP:(DE-MLZ)NOSPEC-20140101},
      typ          = {PUB:(DE-HGF)25},
      eprint       = {2209.14188},
      howpublished = {arXiv:2209.14188},
      archivePrefix = {arXiv},
      SLACcitation = {$\%\%CITATION$ = $arXiv:2209.14188;\%\%$},
      doi          = {10.3204/PUBDB-2022-05083},
      url          = {https://bib-pubdb1.desy.de/record/483012},
}