Related papers: Adaptive tests of homogeneity for a Poisson proces…
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…
A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…
We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local…
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are stationary self-exciting point processes. We…
The problem of detecting correlations from samples of a high-dimensional Gaussian vector has recently received a lot of attention. In most existing work, detection procedures are provided with a full sample. However, following common wisdom…
We consider the problem of testing hypotheses on the copula density from $n$ bi-dimensional observations. We wish to test the null hypothesis characterized by a parametric class against a composite nonparametric alternative. Each density…
This paper proposes a model of interactions between two point processes, ruled by a reproduction function h, which is considered as the intensity of a Poisson process. In particular, we focus on the context of neurosciences to detect…
Two new omnibus tests of uniformity for data on the hypersphere are proposed. The new test statistics exploit closed-form expressions for orthogonal polynomials, feature tuning parameters, and are related to a "smooth maximum" function and…
In software development process we come across various modules. Which raise the idea of priority of the different modules of a software so that important modules are tested on preference. This approach is desirable because it is not…
When we use the normal mixture model, the optimal number of the components describing the data should be determined. Testing homogeneity is good for this purpose; however, to construct its theory is challenging, since the test statistic…
In this paper, a Bayesian method for piecewise regression is adapted to handle counting processes data distributed as Poisson. A numerical code in Mathematica is developed and tested analyzing simulated data. The resulting method is…
This paper considers the problem of robust hypothesis testing under non-identically distributed data. We propose Wald-type tests for both simple and composite hypothesis for independent but non-homogeneous observations based on the robust…
We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramer-von Mises type is proposed and its asymptotic behavior is studied. We show that under null…
We derive concentration inequalities for maxima of empirical processes associated with Poisson point processes. The proofs are based on a careful application of Ledoux's entropy method. We demonstrate the utility of the obtained…
In nonadaptive group testing, the main research objective is to design an efficient algorithm to identify a set of up to $t$ positive elements among $n$ samples with as few tests as possible. Disjunct matrices and separable matrices are two…
We study online change point detection for multivariate inhomogeneous Poisson point process time series. This setting arises commonly in applications such as earthquake seismology, climate monitoring, and epidemic surveillance, yet remains…
We apply nonparametric Bayesian methods to study the problem of estimating the intensity function of an inhomogeneous Poisson process. We exhibit a prior on intensities which both leads to a computationally feasible method and enjoys…
This article presents a homogeneity test for testing the equality of several high-dimensional covariance matrices for stationary processes with ignoring the assumption of normality. We give the asymptotic distribution of the proposed test.…
The fractional non-homogeneous Poisson process was introduced by a time-change of the non-homogeneous Poisson process with the inverse $\alpha$-stable subordinator. We propose a similar definition for the (non-homogeneous) fractional…
We consider the problem of hypothesis testing in the situation where the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of different tests when…