English
Related papers

Related papers: The smoothness test for a density function

200 papers

Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…

Methodology · Statistics 2018-05-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

In any parametric inference problem, the robustness of the procedure is a real concern. A procedure which retains a high degree of efficiency under the model and simultaneously provides stable inference under data contamination is…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

We develop here several goodness-of-fit tests for testing the k-monotonicity of a discrete density, based on the empirical distribution of the observations. Our tests are non-parametric, easy to implement and are proved to be asymptotically…

Methodology · Statistics 2017-08-30 Jade Giguelay , Sylvie Huet

We consider the goodness-of-fit testing problem of distinguishing whether the data are drawn from a specified distribution, versus a composite alternative separated from the null in the total variation metric. In the discrete case, we…

Statistics Theory · Mathematics 2017-07-03 Sivaraman Balakrishnan , Larry Wasserman

A core principle in statistical learning is that smoothness of target functions allows to break the curse of dimensionality. However, learning a smooth function seems to require enough samples close to one another to get meaningful estimate…

Machine Learning · Statistics 2023-10-18 Vivien Cabannes , Stefano Vigogna

We consider the problem of testing hypotheses on the copula density from $n$ bi-dimensional observations. We wish to test the null hypothesis characterized by a parametric class against a composite nonparametric alternative. Each density…

Statistics Theory · Mathematics 2009-03-02 Ghislaine Gayraud , Karine Tribouley

In this paper we consider the question of smoothness of slowly varying functions satisfying the modern definition that, in the last two decades, gained prevalence in the applications concerning function spaces and interpolation. We show,…

General Mathematics · Mathematics 2025-11-06 Dalimil Peša

Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution…

Machine Learning · Statistics 2011-06-24 Makoto Yamada , Taiji Suzuki , Takafumi Kanamori , Hirotaka Hachiya , Masashi Sugiyama

We provide a comprehensive study of interrelations between different measures of smoothness of functions on various domains and smoothness properties of approximation processes. Two general approaches to this problem have been developed:…

Classical Analysis and ODEs · Mathematics 2020-03-18 Yu. Kolomoitsev , S. Tikhonov

Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…

Data Analysis, Statistics and Probability · Physics 2024-08-02 Jeremy J. H. Wilkinson , Christopher G. Lester

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…

Statistics Theory · Mathematics 2022-09-12 Sherzod M. Mirakhmedov

For signals belonging to balls in smoothness classes and noise with enough moments, the asymptotic behavior of the minimax quadratic risk among soft-threshold estimates is investigated. In turn, these results, combined with a median…

Statistics Theory · Mathematics 2016-08-16 R. Averkamp , C. Houdré

To tackle difficulties for theoretical studies in situations involving nonsmooth functions, we propose a sequence of infinitely differentiable functions to approximate the nonsmooth function under consideration. A rate of approximation is…

Econometrics · Economics 2023-09-29 Chaohua Dong , Jiti Gao , Bin Peng , Yundong Tu

In the context of functional data analysis, we propose new two sample tests for homogeneity. Based on some well-known depth measures, we construct four different statistics in order to measure distance between the two samples. A simulation…

Methodology · Statistics 2015-07-08 Ramón Flores , Rosa Lillo , Juan Romo

A smooth test to simultaneously compare $K$ copulas, where $K \geq 2$ is proposed. The $K$ observed populations can be paired, and the test statistic is constructed based on the differences between moment sequences, called copula…

Statistics Theory · Mathematics 2023-12-07 Yves Ismaël Ngounou Bakam , Denys Pommeret

We study the smoothness and preserving orientation properties of a global and nonautonomous version of the Hartman--Grobman Theorem when the linear system has a nonuniform contraction on the half line. The nonuniform contraction implies the…

Dynamical Systems · Mathematics 2018-08-24 Álvaro Castañeda , Pablo Monzón , Gonzalo Robledo

Necessary and sufficient conditions of uniform consistency are explored. A hypothesis is simple. Nonparametric sets of alternatives are bounded convex sets in $\mathbb{L}_p$, $p >1$ with "small" balls deleted. The "small" balls have the…

Statistics Theory · Mathematics 2024-03-07 Mikhail Ermakov

Sampling-based methods, e.g., Deep Ensembles and Bayesian Neural Nets have become promising approaches to improve the quality of uncertainty estimation and robust generalization. However, they suffer from a large model size and high latency…

Machine Learning · Computer Science 2024-05-29 Ha Manh Bui , Anqi Liu

We study the regularity of the probability density function of the supremum of the solution to the linear stochastic heat equation. Using a general criterion for the smoothness of densities for locally nondegenerate random variables, we…

Probability · Mathematics 2018-12-14 Robert Dalang , Fei Pu

We consider here estimation of an unknown probability density s belonging to L2(mu) where mu is a probability measure. We have at hand n i.i.d. observations with density s and use the squared L2-norm as our loss function. The purpose of…

Statistics Theory · Mathematics 2013-01-22 Lucien Birgé