Related papers: On discrimination between two close distribution t…
Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypotheses are given by a specific distribution or by a family of…
Identifying the generating mechanism of a network is challenging as, more often than not, only snapshots are available, but not the full evolution. One candidate for the generating mechanism is preferential attachment which, in its simplest…
Bivariate count models having one marginal and the other conditionals being of the Poissons form are called pseudo-Poisson distributions. Such models have simple exible dependence structures, possess fast computation algorithms and generate…
The tail of the distribution of a sum of a random number of independent and identically distributed nonnegative random variables depends on the tails of the number of terms and of the terms themselves. This situation is of interest in the…
A network growth mechanism based on a two-step preferential rule is investigated as a model of network growth in which no global knowledge of the network is required. In the first filtering step a subset of fixed size $m$ of existing nodes…
The stochastic block model is widely used for detecting community structures in network data. How to test the goodness-of-fit of the model is one of the fundamental problems and has gained growing interests in recent years. In this article,…
We develop techniques to quantify the degree to which a given (training or testing) example is an outlier in the underlying distribution. We evaluate five methods to score examples in a dataset by how well-represented the examples are, for…
We benchmark the robustness of maximum likelihood based uncertainty estimation methods to outliers in training data for regression tasks. Outliers or noisy labels in training data results in degraded performances as well as incorrect…
We propose and analyze a new estimator of the covariance matrix that admits strong theoretical guarantees under weak assumptions on the underlying distribution, such as existence of moments of only low order. While estimation of covariance…
We study the problem of a decision maker who must provide the best possible treatment recommendation based on an experiment. The desirability of the outcome distribution resulting from the policy recommendation is measured through a…
This paper proposes a scoring-rule-based method for ranking predictive distributions in the Fr\'echet domain that is able to distinguish between different tail indices. The approach is built on normalized order statistics and exploits…
We consider a regression model with errors that are a.s. negative. Thus the regression function is not the expected value of the observations but the right endpoint of their support. We develop two goodness-of-fit tests for the hypotheses…
In many fields, data appears in the form of direction (unit vector) and usual statistical procedures are not applicable to such directional data. In this study, we propose non-parametric goodness-of-fit testing procedures for general…
The normal distribution and its perturbation has left an immense mark on the statistical literature. Hence, several generalized forms were developed to model different skewness, kurtosis, and body shapes. However, it is not easy to…
Existing out-of-distribution (OOD) detection methods are typically benchmarked on training sets with balanced class distributions. However, in real-world applications, it is common for the training sets to have long-tailed distributions. In…
In the present paper, we develop a new goodness-of-fit test for the Birnbaum- Saunders distribution based on the probability plot. We utilize the sample correlation coefficient from the Birnbaum-Saunders probability plot as a measure of…
Distribution testing is a fundamental statistical task with many applications, but we are interested in a variety of problems where systematic mislabelings of the sample prevent us from applying the existing theory. To apply distribution…
Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…
Heavy-tailed phenomena appear across diverse domains --from wealth and firm sizes in economics to network traffic, biological systems, and physical processes-- characterized by the disproportionate influence of extreme values. These…
Conditional specification of distributions is a developing area with many applications. In the finite discrete case, a variety of compatible conditions can be derived. In this paper, we propose an alternative approach to study the…