Related papers: New characterization based symmetry tests
We consider the stochastic behavior of a class of local $U$-statistics of Poisson processes$-$which include subgraph and simplex counts as special cases, and amounts to quantifying clustering behavior$-$for point clouds lying in diverging…
We propose a measure based upon the fundamental theoretical concept in algorithmic information theory that provides a natural approach to the problem of evaluating $n$-dimensional complexity by using an $n$-dimensional deterministic Turing…
In this paper, a novel linear algorithm is proposed for state estimation including bad data detection of power systems that are monitored both by conventional and synchrophasor measurements. Both types of data are treated simultaneously and…
Tests of independence are an important tool in applications, specifically in connection with the detection of a relationship between variables; they also have initiated many developments in statistical theory. In the present paper we build…
Parametric and semiparametric tests of circular reflective symmetry about an unknown central direction are developed that are locally and asymptotically optimal in the Le Cam sense against asymmetric $k$-sine-skewed alternatives. The…
The Lie symmetry analysis for the study of a $1+n~$fourth-order Schr\"{o}dinger equation inspired by the modification of the deformation algebra in the presence of a minimum length is applied. Specifically, we perform a detailed…
Statistics derived from the eigenvalues of sample covariance matrices are called spectral statistics, and they play a central role in multivariate testing. Although bootstrap methods are an established approach to approximating the laws of…
A new method for calculation of goodness of multidimensional fits in particle physics experiments is proposed. This method finds the smallest and largest clusters of nearest neighbors for observed data points. The cluster size is used to…
We consider the problem of testing significance of predictors in multivariate nonparametric quantile regression. A stochastic process is proposed, which is based on a comparison of the responses with a nonparametric quantile regression…
We consider testing equivalence to Hardy-Weinberg Equilibrium in case of multiple alleles. Two different test statistics are proposed for this test problem. The asymptotic distribution of the test statistics is derived. The corresponding…
Most linear dimension reduction methods proposed in the literature can be formulated using an appropriate pair of scatter matrices, see e.g. Ye and Weiss (2003), Tyler et al. (2009), Bura and Yang (2011), Liski et al. (2014) and Luo and Li…
We present a short, purely algebraic proof of the Symmetric Bessmertny\u{i} Realization Theorem in the characteristic $2$ case recently proved in [EOW26]. Symmetric Bessmertny\u{i} realizations are Schur complements of affine linear…
This paper develops tests for the correct specification of the conditional variance function in GARCH models when the true parameter may lie on the boundary of the parameter space. The test statistics considered are of Kolmogorov-Smirnov…
This paper is devoted to the observability of a class of two-dimensional Kolmogorov-type equations presenting a quadratic degeneracy. We give lower and upper bounds for the critical time. These bounds coincide in symmetric settings, giving…
Modern classification problems frequently present mild to severe label imbalance as well as specific requirements on classification characteristics, and require optimizing performance measures that are non-decomposable over the dataset,…
For a high-dimensional linear model with a finite number of covariates measured with error, we study statistical inference on the parameters associated with the error-prone covariates, and propose a new corrected decorrelated score test and…
We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…
A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…
We propose a class of locally and asymptotically optimal tests, based on multivariate ranks and signs for the homogeneity of scatter matrices in $m$ elliptical populations. Contrary to the existing parametric procedures, these tests remain…
Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on…