Related papers: New characterization based symmetry tests
We propose new classes of tests for the Pareto type I distribution using the empirical characteristic function. These tests are $U$ and $V$ statistics based on a characterisation of the Pareto distribution involving the distribution of the…
We propose a two-sample test for covariance matrices in the high-dimensional regime, where the dimension diverges proportionally to the sample size. Our hybrid test combines a Frobenius-norm-based statistic as considered in Li and Chen…
We show that Kolmogorov complexity and such its estimators as universal codes (or data compression methods) can be applied for hypotheses testing in a framework of classical mathematical statistics. The methods for identity testing and…
This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…
We propose a novel adaptive test of goodness-of-fit, with computational cost linear in the number of samples. We learn the test features that best indicate the differences between observed samples and a reference model, by minimizing the…
The performance of known and new parametric estimators for Archimedean copulas is investigated, with special focus on large dimensions and numerical difficulties. In particular, method-of-moments-like estimators based on pairwise Kendall's…
This paper considers testing a covariance matrix $\Sigma$ in the high dimensional setting where the dimension $p$ can be comparable or much larger than the sample size $n$. The problem of testing the hypothesis $H_0:\Sigma=\Sigma_0$ for a…
This paper introduces two new families of non-parametric tests of goodness-of-fit on the compact classical groups. One of them is a family of tests for the eigenvalue distribution induced by the uniform distribution, which is consistent…
We propose new affine invariant tests for multivariate normality, based on independence characterizations of the sample moments of the normal distribution. The test statistics are obtained using canonical correlations between sets of sample…
We call two copulas tail equivalent if their first-order approximations in the tail coincide. As a special case, a copula is called tail symmetric if it is tail equivalent to the associated survival copula. We propose a novel measure and…
Statistically sound crystallographic symmetry classifications are obtained with information theory based methods in the presence of approximately Gaussian distributed noise. A set of three synthetic images with very strong Fedorov type…
We discuss a graph-based approach for testing spatial point patterns. This approach falls under the category of data-random graphs, which have been introduced and used for statistical pattern recognition in recent years. Our goal is to test…
Classical tests of fit typically reject a model for large enough real data samples. In contrast, often in statistical practice a model offers a good description of the data even though it is not the "true" random generator. We consider a…
Bisimulation metrics provide a robust and accurate approach to study the behavior of nondeterministic probabilistic processes. In this paper, we propose a logical characterization of bisimulation metrics based on a simple probabilistic…
Symmetry is an important and unifying notion in many areas of physics. In quantum mechanics, it is possible to eliminate degrees of freedom from a system by leveraging symmetry to identify the possible physical transitions. This allows us…
This article proposes a novel estimator for regression coefficients in clustered data that explicitly accounts for within-cluster dependence. We study the asymptotic properties of the proposed estimator under both finite and infinite…
Testing mutual independence for high-dimensional observations is a fundamental statistical challenge. Popular tests based on linear and simple rank correlations are known to be incapable of detecting non-linear, non-monotone relationships,…
A theoretical expression is derived for the mean squared error of a nonparametric estimator of the tail dependence coefficient, depending on a threshold that defines which rank delimits the tails of a distribution. We propose a new method…
We study the symmetry properties of autonomous integrating factors from an algebraic point of view. The symmetries are delineated for the resulting integrals treated as equations and symmetries of the integrals treated as functions or…
A new approach to analysis of the synchronization of chaotic oscillations in two (or more) coupled oscillators is described that makes it possible to reveal changes in the structure of attractors and detect the appearance of intermittency.…