Related papers: Empirical likelihood-based tests for stochastic or…
Researchers are often interested in drawing inferences regarding the order between two experimental groups on the basis of multivariate response data. Since standard multivariate methods are designed for two-sided alternatives, they may not…
In this paper the elicitation of probabilities from human experts is considered as a measurement process, which may be disturbed by random 'measurement noise'. Using Bayesian concepts a second order probability distribution is derived…
Instrumental variable methods allow for inference about the treatment effect by controlling for unmeasured confounding in randomized experiments with noncompliance. However, many studies do not consider the observed compliance behavior in…
We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility…
We introduce fully nonparametric two-sample tests for testing the null hypothesis that the samples come from the same distribution if the values are only indirectly given via current status censoring. The tests are based on the likelihood…
Given a random sample of size $n$ from a $p$ dimensional random vector, where both $n$ and $p$ are large, we are interested in testing whether the $p$ components of the random vector are mutually independent. This is the so-called complete…
Stochastic ordering among distributions has been considered in a variety of scenarios. Economic studies often involve research about the ordering of investment strategies or social welfare. However, as noted in the literature, stochastic…
Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…
This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…
We study a rank based univariate two-sample distribution-free test. The test statistic is the difference between the average of between-group rank distances and the average of within-group rank distances. This test statistic is closely…
The stochastic block model is a popular tool for detecting community structures in network data. Detecting the difference between two community structures is an important issue for stochastic block models. However, the two-sample test has…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
Generalized likelihood ratio statistics have been proposed in Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193] as a generally applicable method for testing nonparametric hypotheses about nonparametric functions. The likelihood ratio…
In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…
Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…
The comparison of a parameter in $k$ populations is a classical problem in statistics. Testing for the equality of means or variances are typical examples. Most procedures designed to deal with this problem assume that $k$ is fixed and that…
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…
A benefit of randomized experiments is that covariate distributions of treatment and control groups are balanced on average, resulting in simple unbiased estimators for treatment effects. However, it is possible that a particular…
Empirical phi-divergence test-statistics have demostrated to be a useful technique for the simple null hypothesis to improve the finite sample behaviour of the classical likelihood ratio test-statistic, as well asfor model misspecification…
A large class of goodness-of-fit test statistics based on sup-functionals of weighted empirical processes is proposed and studied. The weight functions employed are Erd\H{o}s-Feller-Kolmogorov-Petrovski upper-class functions of a Brownian…