Related papers: New characterization based symmetry tests
As big data continues to grow, statistical inference for multivariate functional data (MFD) has become crucial. Although recent advancements have been made in testing the equality of mean functions, research on testing linear hypotheses for…
Although much progress has been made in the theory and application of bootstrap approximations for max statistics in high dimensions, the literature has largely been restricted to cases involving light-tailed data. To address this issue, we…
Symmetric quantum states are fascinating objects. They correspond to multipartite systems that remain invariant under particle permutations. This symmetry is reflected in their compact mathematical characterisation but also in their unique…
We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the composed error term, and is formulated as a weighted…
We have proposed novel measures based on the Kolmogorov complexity for use in complex system behavior studies and time series analysis. We have considered background of the Kolmogorov complexity and also we have discussed meaning of the…
We propose a projection-based class of uniformity tests on the hypersphere using statistics that integrate, along all possible directions, the weighted quadratic discrepancy between the empirical cumulative distribution function of the…
This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…
We introduce a new method for two-sample testing of high-dimensional linear regression coefficients without assuming that those coefficients are individually estimable. The procedure works by first projecting the matrices of covariates and…
Symmetry plays a central role in the sciences, machine learning, and statistics. While statistical tests for the presence of distributional invariance with respect to groups have a long history, tests for conditional symmetry in the form of…
In this article, we establish a near-optimal convergence rate for the CLT of linear eigenvalue statistics of Wigner matrices, in Kolmogorov-Smirnov distance. For all test functions $f\in C^5(\mathbb R)$, we show that the convergence rate is…
In this paper a robust version of the classical Wald test statistics for linear hypothesis in the logistic regression model is introduced and its properties are explored. We study the problem under the assumption of random covariates…
In this paper we investigate the problem of testing the assumption of stationarity in locally stationary processes. The test is based on an estimate of a Kolmogorov-Smirnov type distance between the true time varying spectral density and…
We are interested in testing general linear hypotheses in a high-dimensional multivariate linear regression model. The framework includes many well-studied problems such as two-sample tests for equality of population means, MANOVA and…
We propose a new $L^2$-type goodness-of-fit test for the family of beta distributions based on a conditional moment characterisation. The asymptotic null distribution is identified, and since it depends on the underlying parameters, a…
In this article, a novel identification test is proposed, which can be applied to parameteric models such as Mixture of Normal (MN) distributions, Markow Switching(MS), or Structural Autoregressive (SVAR) models. In the approach, it is…
Given a matrix of distribution functions and a quasi-stochastic matrix, i.e. an irreducible nonnegative matrix with maximal eigenvalue one and associated unique positive left and right eigenvectors, the article studies the properties of an…
A new portmanteau test statistic is proposed for detecting nonlinearity in time series data. In this paper, we elaborate on the Toeplitz autocorrelation matrix to the autocorrelation and cross-correlation of residuals and squared residuals…
Among the various models designed for dependent count data, integer-valued autoregressive (INAR) processes enjoy great popularity. Typically, statistical inference for INAR models uses asymptotic theory that relies on rather stringent…
The object of study is the problem of testing for uniformity of the multinomial distribution. We consider tests based on symmetric statistics, defined as the sum of some function of cell-frequencies. Mainly, attention is focused on the…
A method for testing nonlinearity in time series is described based on information-theoretic functionals -- redundancies, linear and nonlinear forms of which allow either qualitative, or, after incorporating the surrogate data technique,…