Related papers: Permutation Tests for Equality of Distributions of…

Several approaches to testing the hypothesis that two histograms are drawn from the same distribution are investigated. We note that single-sample continuous distribution tests may be adapted to this two-sample grouped data situation. The…

Three different permutation test schemes are discussed and compared in the context of the two-sample problem for functional data. One of the procedures was essentially introduced by Lopez-Pintado and Romo (2009), using notions of functional…

Spatial point processes are used as models in many different fields ranging from ecology and forestry to cosmology and materials science. In recent years, model validation, and in particular goodness-of-fit testing of a proposed point…

We generalize the method of surrogate data of testing for nonlinearity in time series to the case that the data are sampled with uneven time intervals. The null hypothesis will be that the data have been generated by a linear stochastic…

There is a growing trend among statistical agencies to explore non-probability data sources for producing more timely and detailed statistics, while reducing costs and respondent burden. Coverage and measurement error are two issues that…

A statistical generalization is made of microeconomics in the spirit of going from classical to statistical mechanics. The price and quantity of every commodity1 traded in the market, at each instant of time, is considered to be an…

We derive and study a significance test for determining if a panel of functional time series is separable. In the context of this paper, separability means that the covariance structure factors into the product of two functions, one…

This paper considers the problem of comparing two processes with panel data. A nonparametric test is proposed for detecting a monotone change in the link between the two process distributions. The test statistic is of CUSUM type, based on…

Statistical hypothesis testing and effect size measurement are routine parts of quantitative research. Advancements in computer processing power have greatly improved the capability of statistical inference through the availability of…

Modeling functions that are sequentially observed as functional time series is becoming increasingly common. In such models, it is often crucial to ensure data homogeneity. We investigate the sensitivity of graph-based change point…

The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…

A common approach to synthetic data is to sample from a fitted model. We show that under general assumptions, this approach results in a sample with inefficient estimators and whose joint distribution is inconsistent with the true…

This work's purpose is to understand the dynamics of some social systems whose properties can be captured by certain iterated function systems. To achieve this intension, we start from the theory of iterated function systems, and then we…

Functional data analysis, which handles data arising from curves, surfaces, volumes, manifolds and beyond in a variety of scientific fields, is a rapidly developing area in modern statistics and data science in the recent decades. The…

Two-sample hypothesis testing for random graphs arises naturally in neuroscience, social networks, and machine learning. In this paper, we consider a semiparametric problem of two-sample hypothesis testing for a class of latent position…

A panel dataset satisfies marginal homogeneity if the time-specific marginal distributions are homogeneous or time-invariant. Marginal homogeneity is relevant in many economic settings, including dynamic discrete games,…

The modeling of natural phenomena via a Markov process --- a process for which the future is independent of the past, given the present--- is ubiquitous in many fields of science. Within this context, it is of foremost importance to develop…

In this article, we propose a one-sample test to check whether the support of the unknown distribution generating the data is homologically equivalent to the support of some specified distribution or not OR using the corresponding…

We propose a stochastic map model of economic dynamics. In the last decade, an array of observations in economics has been investigated in the econophysics literature, a major example being the universal features of inequality in terms of…

The Gaussian Process (GP) assumption is often used in functional data analysis. We propose a method to assess departures from the GP assumption, both in terms of the shape of the distribution and its potential dependence on covariates,…