Related papers: On discrimination between two close distribution t…
The purpose of this paper is to show that the use of heavy-tailed distributions in Financial problems is theoretically baseless and can lead to significant misunderstandings. The reason for this the authors see in an incorrect…
We propose new goodness-of-fit tests for the Poisson distribution. The testing procedure entails fitting a weighted Poisson distribution, which has the Poisson as a special case, to observed data. Based on sample data, we calculate an…
Latent block models are used for probabilistic biclustering, which is shown to be an effective method for analyzing various relational data sets. However, there has been no statistical test method for determining the row and column cluster…
How to estimate the uncertainty of a given model is a crucial problem. Current calibration techniques treat different classes equally and thus implicitly assume that the distribution of training data is balanced, but ignore the fact that…
We study goodness-of-fit of discrete distributions in the distributed setting, where samples are divided between multiple users who can only release a limited amount of information about their samples due to various information constraints.…
This paper proposes a goodness of fit test for the generalized Pareto distribution (GPD). Firstly, we provide two characterizations of GPD based on Stein's identity and dynamic survival extropy. These characterizations are used to test GPD…
Ordinal categorical data are widely collected in psychology, education, and other social sciences, appearing commonly in questionnaires, assessments, and surveys. Latent class models provide a flexible framework for uncovering unobserved…
A multivariate distribution function F is in the max-domain of attraction of an extreme value distribution if and only if this is true for the copula corresponding to F and its univariate margins. Aulbach et al. (2012a) have shown that a…
This paper contains sharp estimates about the distribution of multiple random integrals of functions of several variables with respect to a normalized empirical measure, about the distribution of U-statistics and multiple Wiener-Ito…
Real-world visual data often exhibits a long-tailed distribution, where some ''head'' classes have a large number of samples, yet only a few samples are available for ''tail'' classes. Such imbalanced distribution causes a great challenge…
This paper introduces chi-square goodness-of-fit tests to check for conditional distribution model specification. The data is cross-classified according to the Rosenblatt transform of the dependent variable and the explanatory variables,…
Various distribution free goodness-of-fit test procedures have been extracted from literature. We present two new binning free tests, the univariate three-region-test and the multivariate energy test. The power of the selected tests with…
Understanding the tail behavior of distributions is crucial in statistical theory. For instance, the tail of a distribution plays a ubiquitous role in extreme value statistics, where it is associated with the likelihood of extreme events.…
Whether an extreme observation is an outlier or not, depends strongly on the corresponding tail behaviour of the underlying distribution. We develop an automatic, data-driven method to identify extreme tail behaviour that deviates from the…
Remarkable progress has been made in object instance detection and segmentation in recent years. However, existing state-of-the-art methods are mostly evaluated with fairly balanced and class-limited benchmarks, such as Microsoft COCO…
The normal distribution has the unique property that the cumulant generating function has only two terms, namely those involving the mean and the variance. This property is used to construct a simple by using the log of the modulus of the…
The task of estimation of the tails of probability distributions having small samples seems to be still opened and almost unsolvable. The paper tries to make a step in filling this gap. In 2017 Jordanova et al. introduce six new…
The task for a general and useful classification of the tail behaviors of probability distributions still has no satisfactory solution. Due to lack of information outside the range of the data the tails of the distribution should be…
Many flexible families of positive random variables exhibit non-closed forms of the density and distribution functions and this feature is considered unappealing for modelling purposes. However, such families are often characterized by a…
We consider the goodness-of fit testing problem for H\"older smooth densities over $\mathbb{R}^d$: given $n$ iid observations with unknown density $p$ and given a known density $p_0$, we investigate how large $\rho$ should be to…