Related papers: Randomization tests of copula symmetry
Asymmetry measurements are common in collider experiments and can sensitively probe particle properties. Typically, data can only be measured in a finite region covered by the detector, so an extrapolation from the visible asymmetry to the…
In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…
This paper provides conditions under which subsampling and the bootstrap can be used to construct estimators of the quantiles of the distribution of a root that behave well uniformly over a large class of distributions $\mathbf{P}$. These…
In this paper, we propose a new test for checking the parametric form of the conditional variance based on distance covariance in nonlinear and nonparametric regression models. Inherit from the nice properties of distance covariance, our…
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…
There has been much interest in the nonparametric testing of conditional independence in the econometric and statistical literature, but the simplest and potentially most useful method, based on the sample partial correlation, seems to have…
Testing copula hypothesis is of fundamental importance in the applications of copula theory. In this paper we proposed a copula hypothesis testing with copula entropy. Since copula entropy is a unified theory in probability and therefore…
This paper presents a procedure for testing the hypothesis that the underlying distribution of the data is elliptical when using robust location and scatter estimators instead of the sample mean and covariance matrix. Under mild assumptions…
The partial copula provides a method for describing the dependence between two random variables $X$ and $Y$ conditional on a third random vector $Z$ in terms of nonparametric residuals $U_1$ and $U_2$. This paper develops a nonparametric…
We propose a copula-based measure of asymmetry between the lower and upper tail probabilities of bivariate distributions. The proposed measure has a simple form and possesses some desirable properties as a measure of asymmetry. The limit of…
Panel data of our interest consist of a moderate or relatively large number of panels, while the panels contain a small number of observations. This paper establishes testing procedures to detect a possible common change in means of the…
In this paper, we proposed a multivariate normality test based on copula entropy. The test statistic is defined as the difference between the copula entropies of unknown distribution and the Gaussian distribution with same covariances. The…
We investigate the validity of two resampling techniques when carrying out inference on the underlying unknown copula using a recently proposed class of smooth, possibly data-adaptive nonparametric estimators that contains empirical…
Randomization tests rely on simple data transformations and possess an appealing robustness property. In addition to being finite-sample valid if the data distribution is invariant under the transformation, these tests can be asymptotically…
In many applications common in testing for convergence the number of cross-sectional units is large and the number of time periods are few. In these situations asymptotic tests based on an omnibus null hypothesis are characterised by a…
In this article, we study tests of independence for data with arbitrary distributions in the non-serial case, i.e., for independent and identically distributed random vectors, as well as in the serial case, i.e., for time series. These…
Permutation testing in linear models, where the number of nuisance coefficients is smaller than the sample size, is a well-studied topic. The common approach of such tests is to permute residuals after regressing on the nuisance covariates.…
In this paper, we investigate the testing problem that the spectral density matrices of several, not necessarily independent, stationary processes are equal. Based on an $L_2$-type test statistic, we propose a new nonparametric approach,…
A benefit of randomized experiments is that covariate distributions of treatment and control groups are balanced on average, resulting in simple unbiased estimators for treatment effects. However, it is possible that a particular…
In this paper, we are testing the symmetry in the distribution of data observed on a random variable. We proposed test statistics using cumulative past and residual extropy of record values based on the characterization developed by Gupta…