Related papers: Weighted quantile correlation test for the logisti…
We introduce a family of local inhomogeneous mark-weighted summary statistics, of order two and higher, for general marked point processes. Depending on how the involved weight function is specified, these summary statistics capture…
The main purpose of this paper is to investigate the strong approximation of the integrated empirical process. More precisely, we obtain the exact rate of the approximations by a sequence of weighted Brownian bridges and a weighted Kiefer…
In this paper, the problem of robust estimation and validation of location-scale families is revisited. The proposed methods exploit the joint asymptotic normality of sample quantiles (of i.i.d random variables) to construct the ordinary…
Let I_1,...,I_n be independent but not necessarily identically distributed Bernoulli random variables, and let X_n=\sum_{j=1}^nI_j. For \nu in a bounded region, a local central limit theorem expansion of P(X_n=EX_n+\nu) is developed to any…
We propose a class of tests for linear regression on concomitants (induced order statistics). These tests are based on sequential sums of regression residuals. We self-center and self-normalize these sums. The resulting process is called an…
In this paper the nonparametric quantile regression model is considered in a location-scale context. The asymptotic properties of the empirical independence process based on covariates and estimated residuals are investigated. In particular…
As an example for the fast calculation of distributional parameters of Gaussian processes, we propose a new Monte Carlo algorithm for the computation of quantiles of the supremum norm of weighted Brownian bridges. As it is known, the…
Modularity is a popular metric for quantifying the degree of community structure within a network. The distribution of the largest eigenvalue of a network's edge weight or adjacency matrix is well studied and is frequently used as a…
Testing the existence of a quantitative trait locus (QTL) effect is an important task in QTL mapping studies. Most studies concentrate on the case where the phenotype distributions of different QTL groups follow normal distributions with…
We prove theorems about the Gaussian asymptotics of an empirical bridge built from linear model regressors with multiple regressor ordering. We study the testing of the hypothesis of a linear model for the components of a random vector: one…
Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…
We present schemes for simulating Brownian bridges on complete and connected Lie groups and homogeneous spaces. We use this to construct an estimation scheme for recovering an unknown left- or right-invariant Riemannian metric on the Lie…
This paper develops an empirical likelihood approach to testing for the presence of stochastic ordering among univariate distributions based on independent random samples from each distribution. The proposed test statistic is formed by…
In this article, the weighted empirical likelihood is applied to a general setting of two-sample semiparametric models, which includes biased sampling models and case-control logistic regression models as special cases. For various types of…
In many applications, hypothesis testing is based on an asymptotic distribution of statistics. The aim of this paper is to clarify and extend multiple correction procedures when the statistics are asymptotically Gaussian. We propose a…
The theory of dependency graphs is a powerful toolbox to prove asymptotic normality of sums of random variables. In this article, we introduce a more general notion of weighted dependency graphs and give normality criteria in this context.…
Flexible estimation of multiple conditional quantiles is of interest in numerous applications, such as studying the effect of pregnancy-related factors on low and high birth weight. We propose a Bayesian non-parametric method to…
This article gives a synopsis on new developments in affine invariant tests for multivariate normality in an i.i.d.-setting, with special emphasis on asymptotic properties of several classes of weighted $L^2$-statistics. Since weighted…
Various members of the class of weighted insurance premiums and risk capital allocation rules have been researched from a number of perspectives. Corresponding formulas in the case of parametric families of distributions have been derived,…
The (relevance) weighted likelihood was introduced to formally embrace a variety of statistical procedures that trade bias for precision. Unlike its classical counterpart, the weighted likelihood combines all relevant information while…