Related papers: Large deviations of U-empirical Kolmogorov-Smirnov…
We construct new testing procedures for spherical and elliptical symmetry based on the characterization that a random vector $X$ with finite mean has a spherical distribution if and only if $\Ex[u^\top X | v^\top X] = 0$ holds for any two…
The posterior predictive $p$-value (ppp) is widely used in Bayesian model evaluation. However, due to double use of the data, the ppp may not be a valid $p$-value even in large samples: The asymptotic null distribution of the ppp can be…
The two-sample Kolmogorov-Smirnov test is a widely used statistical test for detecting whether two samples are likely to come from the same distribution. Implementations typically recur on an article of Hodges from 1957. The advances in…
We investigate the statistics of the cosmic microwave background using the Kolmogorov-Smirnov test. We show that, when we correctly de-correlate the data, the partition function of the Kolmogorov stochasticity parameter is compatible with…
We propose several statistics to test the Markov hypothesis for $\beta$-mixing stationary processes sampled at discrete time intervals. Our tests are based on the Chapman--Kolmogorov equation. We establish the asymptotic null distributions…
We study asymptotic properties of $M$-estimates of regression parameters in linear models in which errors are dependent. Weak and strong Bahadur representations of the $M$-estimates are derived and a central limit theorem is established.…
Among the various models designed for dependent count data, integer-valued autoregressive (INAR) processes enjoy great popularity. Typically, statistical inference for INAR models uses asymptotic theory that relies on rather stringent…
This paper proposes nonparametric two-sample tests for the direct comparison of the probabilities of a particular transition between states of a continuous time nonhomogeneous Markov process with a finite state space. The proposed tests are…
We present a novel family of nonparametric omnibus tests of the hypothesis that two unknown but estimable functions are equal in distribution when applied to the observed data structure. We developed these tests, which represent a…
We develop here several goodness-of-fit tests for testing the k-monotonicity of a discrete density, based on the empirical distribution of the observations. Our tests are non-parametric, easy to implement and are proved to be asymptotically…
We study the problem of space and time efficient evaluation of a nonparametric estimator that approximates an unknown density. In the regime where consistent estimation is possible, we use a piecewise multivariate polynomial interpolation…
We consider goodness-of-fit tests with i.i.d. samples generated from a categorical distribution $(p_1,...,p_k)$. For a given $(q_1,...,q_k)$, we test the null hypothesis whether $p_j=q_{\pi(j)}$ for some label permutation $\pi$. The…
In any parametric inference problem, the robustness of the procedure is a real concern. A procedure which retains a high degree of efficiency under the model and simultaneously provides stable inference under data contamination is…
This report answers queries about extending the blinding index approach to a situation with measurements at multiple time points. The key question is how to test if there is progressive unblinding. A related question is how to apportion…
This paper presents uniform estimation and inference theory for a large class of nonparametric partitioning-based M-estimators. The main theoretical results include: (i) uniform consistency for convex and non-convex objective functions;…
For Kolmogorov test we find natural conditions of uniform consistency of sets of alternatives approaching to hypothesis. Sets of alternatives can be defined both in terms of distribution functions and in terms of densities.
We consider a class of symmetry hypothesis testing problems including testing isotropy on $\mathbb{R}^d$ and testing rotational symmetry on the hypersphere $\mathcal{S}^{d-1}$. For this class, we study the null and non-null behaviors of…
The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order $n^{-1/2}$ and under a…
Classical tests are available for the two-sample test of correspondence of distribution functions. From these, the Kolmogorov-Smirnov test provides also the graphical interpretation of the test results, in different forms. Here, we propose…
Bagging is a useful method for large-scale statistical analysis, especially when the computing resources are very limited. We study here the asymptotic properties of bagging estimators for $M$-estimation problems but with massive datasets.…