Related papers: A new permutation test statistic for complete bloc…
A new test statistic based on success runs of weighted deviations is introduced. Its use for observations sampled from independent normal distributions is worked out in detail. It supplements the classic $\chi^{2}$ test which ignores the…
The problem of testing for the parametric form of the conditional variance is considered in a fully nonparametric regression model. A test statistic based on a weighted $L_2$-distance between the empirical characteristic functions of…
In this paper, we propose a new test for checking the parametric form of the conditional variance based on distance covariance in nonlinear and nonparametric regression models. Inherit from the nice properties of distance covariance, our…
In transformation regression models the response is transformed before fitting a regression model to covariates and transformed response. We assume such a model where the errors are independent from the covariates and the regression…
We extend collisional quantum thermometry schemes to allow for stochasticity in the waiting time between successive collisions. We establish that introducing randomness through a suitable waiting time distribution, the Weibull distribution,…
We present a general non-parametric statistical inference theory for integrals of quantiles without assuming any specific sampling design or dependence structure. Technical considerations are accompanied by examples and discussions,…
We consider nonparametric testing in a non-asymptotic framework. Our statistical guarantees are exact in the sense that Type I and II errors are controlled for any finite sample size. Meanwhile, one proposed test is shown to achieve minimax…
We consider spatially homogeneous marked point patterns in an unboundedly expanding convex sampling window. Our main objective is to identify the distribution of the typical mark by constructing an asymptotic \chi^2-goodness-of-fit test.…
Permutation procedures are common practice in hypothesis testing when distributional assumptions about the test statistic are not met or unknown. With only few permutations, empirical p-values lie on a coarse grid and may even be zero when…
Although the assumption of elliptical symmetry is quite common in multivariate analysis and widespread in a number of applications, the problem of testing the null hypothesis of ellipticity so far has not been addressed in a fully…
Two new symmetry tests, of integral and Kolmogorov type, based on the characterization by squares of linear statistics are proposed. The test statistics are related to the family of degenerate U-statistics. Their asymptotic properties are…
Statistical inference for stochastic processes with time-varying spectral characteristics has received considerable attention in recent decades. We develop a nonparametric test for stationarity against the alternative of a smoothly…
We define fermionic convolution and demonstrate its utility in characterizing fermionic non-Gaussian components, which are essential to the computational advantage of fermionic systems. Using fermionic convolution, we propose an efficient…
In this paper, we present a new framework to obtain tail inequalities for sums of random matrices. Compared with existing works, our tail inequalities have the following characteristics: 1) high feasibility--they can be used to study the…
Competing styles of Statistical Mechanics have been introduced as practical succedaneous to the conventional well established Boltzmann-Gibbs statistical mechanics, when in the use of the latter the researcher is impaired in his/her…
For certain types of statistical models, the characteristic function (Fourier transform) is available in closed form, whereas the probability density function has an intractable form, typically as an infinite sum of probability weighted…
We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…
We present Bell-type tests of nonclassicality and non-Gaussianity for single-mode fields employing a generalized quasiprobability function. Our nonclassicality tests are based on the observation that two orthogonal quadratures in phase…
Transactional data may be represented as a bipartite graph $G:=(L \cup R, E)$, where $L$ denotes agents, $R$ denotes objects visible to many agents, and an edge in $E$ denotes an interaction between an agent and an object. Unsupervised…
Vast literature on experimental design extends from Fisher and Snedecor to the modern day. When data lies beyond the assumption of univariate normality, nonparametric methods including rank based statistics and permutation tests are…