Related papers: Testing multivariate normality by zeros of the har…
Recently there has been much interest in Gowers uniformity norms from the perspective of theoretical computer science. This is mainly due to the fact that these norms provide a method for testing whether the maximum correlation of a…
We consider settings where the observations are drawn from a zero-mean multivariate (real or complex) normal distribution with the population covariance matrix having eigenvalues of arbitrary multiplicity. We assume that the eigenvectors of…
In this paper, we treat the problem of testing for normality as a binary classification problem and construct a feedforward neural network that can successfully detect normal distributions by inspecting small samples from them. The…
This paper examines the problem of nonparametric testing for the no-effect of a random covariate (or predictor) on a functional response. This means testing whether the conditional expectation of the response given the covariate is almost…
Goodness--of--fit tests for the distribution of the composed error term in a Stochastic Frontier Model (SFM) are suggested. The focus is on the case of a normal/gamma SFM and the heavy--tailed stable/gamma SFM. In the first case the moment…
A new test of normality based on a standardised empirical process is introduced in this article. The first step is to introduce a Cram\'er-von Mises type statistic with weights equal to the inverse of the standard normal density function…
Rank correlations have found many innovative applications in the last decade. In particular, suitable rank correlations have been used for consistent tests of independence between pairs of random variables. Using ranks is especially…
Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on…
Currently, statistical tests for random number generators (RNGs) are widely used in practice, and some of them are even included in information security standards. But despite the popularity of RNGs, consistent tests are known only for…
The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…
In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…
We consider the conditional randomization test as a way to account for covariate imbalance in randomized experiments. The test accounts for covariate imbalance by comparing the observed test statistic to the null distribution of the test…
Common approaches to inference for structural and reduced-form parameters in empirical economic analysis are based on the consistency and the root-n asymptotic normality of the GMM and M estimators. The canonical consistency (respectively,…
We consider the error distribution in functional linear models with scalar response and functional covariate. Different asymptotic expansions of the empirical distribution function and the empirical characteristic function based on…
Many high-dimensional hypothesis tests aim to globally examine marginal or low-dimensional features of a high-dimensional joint distribution, such as testing of mean vectors, covariance matrices and regression coefficients. This paper…
In this work we study the Wigner functions, which are the quantum analogues of the classical phase space density, and show how a full rigorous semiclassical scheme for all orders of \hbar can be constructed for them without referring to the…
We consider a non-autonomous ordinary differential equation on a smooth manifold, with right-hand side that randomly switches between the elements of a finite family of smooth vector fields. For the resulting random dynamical system, we…
We consider the anharmonic oscillator with an arbitrary-degree anharmonicity, a damping term and a forcing term, all coefficients being time-dependent: u" + g_1(x) u' + g_2(x) u + g_3(x) u^n + g_4(x) = 0, n real. Its physical applications…
Testing the equality of the covariance matrices of two high-dimensional samples is a fundamental inference problem in statistics. Several tests have been proposed but they are either too liberal or too conservative when the required…
We study the spectra for a class of differential operators with asymptotically constant coefficients.These operators widely arise as the linearizations of nonlinear partial differential equations about patterns or nonlinear waves. We…