Related papers: asympTest: an R package for performing parametric …
We show that the nonstandard limiting distribution of HAR test statistics under fixed-b asymptotics is not pivotal (even after studentization) when the data are nonstationarity. It takes the form of a complicated function of Gaussian…
Simultaneous statistical inference has been a cornerstone in the statistics methodology literature because of its fundamental theory and paramount applications. The mainstream multiple testing literature has traditionally considered two…
Convergence rate estimates in limit theorems for sums of independent random variables are considered.
This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…
We propose a new conditional dependence measure and a statistical test for conditional independence. The measure is based on the difference between analytic kernel embeddings of two well-suited distributions evaluated at a finite set of…
Generalized linear models are often misspecified due to overdispersion, heteroscedasticity and ignored nuisance variables. Existing quasi-likelihood methods for testing in misspecified models often do not provide satisfactory type-I error…
When testing for the mean vector in a high dimensional setting, it is generally assumed that the observations are independently and identically distributed. However if the data are dependent, the existing test procedures fail to preserve…
Stochastic dynamical systems consisting of non-invertible continuous maps on an interval are studied. It is proved that if they satisfy the recently introduced so-called $\mu$-injectivity and some mild assumptions, then proximality,…
Statistically equivalent blocks are not frequently considered in the context of nonparametric two-sample hypothesis testing. Despite the limited exposure, this paper shows that a number of classical nonparametric hypothesis tests can be…
Data depth has been applied as a nonparametric measurement for ranking multivariate samples. In this paper, we focus on homogeneity tests to assess whether two multivariate samples are from the same distribution. There are many data…
We propose tests for the null hypothesis that the law of a complex-valued random vector is circularly symmetric. The test criteria are formulated as $L^2$-type criteria based on empirical characteristic functions, and they are convenient…
When performing an aggregate data meta-analysis of a continuous outcome, researchers often come across primary studies that report the sample median of the outcome. However, standard meta-analytic methods typically cannot be directly…
In the classical two-sample problem, the conventional approach for testing distributions equality is based on the difference between the two marginal empirical distribution functions, whereas a test for independence is based on the contrast…
In this paper we propose a novel R package, called rsurv, developed for general survival data simulation purposes. The package is built under a new approach to simulate survival data that depends heavily on the use of dplyr verbs. The…
Regularly varying stochastic processes model extreme dependence between process values at different locations and/or time points. For such processes we propose a two-step parameter estimation of the extremogram, when some part of the domain…
Motivated by the increasing use of kernel-based metrics for high-dimensional and large-scale data, we study the asymptotic behavior of kernel two-sample tests when the dimension and sample sizes both diverge to infinity. We focus on the…
Often it is not easy to choose between estimators, based on the estimated MSE and bias using simulation studies. Normality in small samples and a variance of the estimator, which is correct and easy to calculate using a single sample, give…
Repeated-measure designs allow comparisons within a group as well as between groups, and are commonly referred to as split-plot designs. While originating in agricultural experiments, they are now widely used in medical research,…
Given independent samples from P and Q, two-sample permutation tests allow one to construct exact level tests when the null hypothesis is P=Q. On the other hand, when comparing or testing particular parameters $\theta$ of P and Q, such as…
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…