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The Coding Theorem of L.A. Levin connects unconditional prefix Kolmogorov complexity with the discrete universal distribution. There are conditional versions referred to in several publications but as yet there exist no written proofs in…

Information Theory · Computer Science 2013-01-23 Paul M. B. Vitanyi

We construct new testing procedures for spherical and elliptical symmetry based on the characterization that a random vector $X$ with finite mean has a spherical distribution if and only if $\Ex[u^\top X | v^\top X] = 0$ holds for any two…

Statistics Theory · Mathematics 2020-04-29 Isaia Albisetti , Fadoua Balabdaoui , Hajo Holzmann

We consider the problem of conditional independence testing of $X$ and $Y$ given $Z$ where $X,Y$ and $Z$ are three real random variables and $Z$ is continuous. We focus on two main cases - when $X$ and $Y$ are both discrete, and when $X$…

Statistics Theory · Mathematics 2021-07-05 Matey Neykov , Sivaraman Balakrishnan , Larry Wasserman

Let $\mathbb{X}=\{X_{ij}: 1\le i,j\le n\}$ be an $n\times n$ array of independent random variables where $n\ge2$. Let $\pi$ be a uniform random permutation of $\{1,2,\dots,n\}$, independent of $\mathbb{X}$, and let…

Probability · Mathematics 2015-04-14 Louis H. Y. Chen , Xiao Fang

This paper introduces a novel test for conditional stochastic dominance (CSD) at specific values of the conditioning covariates, referred to as target points. The test is relevant for analyzing income inequality, evaluating treatment…

Econometrics · Economics 2025-11-20 Federico A. Bugni , Ivan A. Canay , Deborah Kim

How can one determine whether a community-level treatment, such as the introduction of a social program or trade shock, alters agents' incentives to form links in a network? This paper proposes analogues of a two-sample Kolmogorov-Smirnov…

Econometrics · Economics 2020-11-24 Eric Auerbach

In this paper new two-dimensional goodness of fit tests are proposed. They are of supremum-type and are based on different types of characterizations. For the first time a characterization based on independence of two statistics is used for…

Methodology · Statistics 2023-05-30 Bojana Milošević , Marko Obradović

In this paper, the maximal nonlinear conditional correlation of two random vectors $X$ and $Y$ given another random vector $Z$, denoted by $\rho_1(X,Y|Z)$, is defined as a measure of conditional association, which satisfies certain…

Statistics Theory · Mathematics 2010-10-20 Tzee-Ming Huang

Mutual information I in infinite sequences (and in their finite prefixes) is essential in theoretical analysis of many situations. Yet its right definition has been elusive for a long time. I address it by generalizing Kolmogorov Complexity…

Computational Complexity · Computer Science 2021-08-03 Leonid A. Levin

Hypothesis testing is a central problem in statistical analysis, and there is currently a lack of differentially private tests which are both statistically valid and powerful. In this paper, we develop several new differentially private…

Methodology · Statistics 2023-10-31 Jordan Awan , Yue Wang

Given an i.i.d. sample drawn from a density $f$, we propose to test that $f$ equals some prescribed density $f_0$ or that $f$ belongs to some translation/scale family. We introduce a multiple testing procedure based on an estimation of the…

Statistics Theory · Mathematics 2016-08-16 Magalie Fromont , Béatrice Laurent

Let $X_{\lambda _{1}},X_{\lambda _{2}},\ldots ,X_{\lambda _{n}}$ be independent nonnegative random variables with $X_{\lambda _{i}}\sim F(\lambda _{i}t)$, $i=1,\ldots ,n$, where $\lambda _{i}>0$, $i=1,\ldots ,n$ and $F$ is an absolutely…

Statistics Theory · Mathematics 2021-02-19 Subhash C. Kochar , Nuria Torrado

L. Klebanov proved the following theorem. Let $\xi_1, \dots, \xi_n$ be independent random variables. Consider linear forms $L_1=a_1\xi_1+\cdots+a_n\xi_n,$ $L_2=b_1\xi_1+\cdots+b_n\xi_n,$ $L_3=c_1\xi_1+\cdots+c_n\xi_n,$…

Probability · Mathematics 2025-12-02 Margaryta Myronyuk

In the common nonparametric regression model the problem of testing for a specific parametric form of the variance function is considered. Recently Dette and Hetzler (2008) proposed a test statistic, which is based on an empirical process…

Statistics Theory · Mathematics 2008-09-30 H. Dette , B. Hetzler

Kagan and Shalaevski 1967 have shown that if the random variables $X_1,\dots,X_n$ are independent and identically distributed and the distribution of $\sum_{i=1}^n(X_i+a_i)^2$ $a_i\in \mathbb{R}$ depends only on $\sum_{i=1}^na_i^2$ , then…

Probability · Mathematics 2016-09-06 Wiktor Ejsmont

The empirical probability density function for the conditional distribution of the true value of Poisson distribution parameter on one measurement is constructed by computer experiment. The analysis of the obtained distributions confirms…

Data Analysis, Statistics and Probability · Physics 2009-11-10 S. I. Bityukov , V. A. Medvedev , V. V. Smirnova , Yu. V. Zernii

We investigate the probability distribution of the return intervals $\tau$ between successive 1-min volatilities of two Chinese indices exceeding a certain threshold $q$. The Kolmogorov-Smirnov (KS) tests show that the two indices exhibit…

Statistical Finance · Quantitative Finance 2008-12-27 Fei Ren , Wei-Xing Zhou

In this paper, we study the problem of determining $k$ anomalous random variables that have different probability distributions from the rest $(n-k)$ random variables. Instead of sampling each individual random variable separately as in the…

Information Theory · Computer Science 2024-09-09 Myung Cho , Weiyu Xu , Lifeng Lai

We revisit the following problem, proposed by Kolmogorov: given prescribed marginal distributions $F$ and $G$ for random variables $X,Y$ respectively, characterize the set of compatible distribution functions for the sum $Z=X+Y$. Bounds on…

Statistics Theory · Mathematics 2025-03-27 Zhehao Zhang , Thomas S. Richardson

The multitime probability distributions obtained by repeatedly probing a quantum system via the measurement of an observable generally violate Kolmogorov's consistency property. Therefore, one cannot interpret such distributions as the…

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